[R] Citation for stock price data from Quantmod

Tue Dec 31 08:39:43 CET 2024

This isn't my field. But I'd have expected a sentence along the lines of:

Stock prices were obtained from Yahoo Stocks[1] using the Quantmod R
statistics package[2].

1. Yahoo Citation
2. Quantmod citation

That is readable. A further sentence:

All analytical code is available from a publicly accessible repository[3].

3. GitHub/FigShare repo

Let's you then document minutia. Afterall, you presumably aren't writing an
article that says "downloading stocks from Yahoo gives great results, but
using any other method sucks". Instead, you are likely saying something
like "stock prices fall and bounce back quickly after a pandemic". So even
though you used Yahoo, if the result is true, someone else should get the
same result using Yeaha (my made up alternative) and pen and paper...

The versions, the packages used for cleaning etc, matter if someone can't
reproduce your results even using Yahoo.  But that level of detail doesn't
need to be in the paper unless you know there are reproducibility issues!
It just needs to be documented somewhere.

On Tue, 31 Dec 2024, 04:23 Jeff Newmiller via R-help, <r-help using r-project.org>
wrote:

> The _point_ is to explain the story of the research so people can compare
> easily with other work. A story interrupted by tedious details is not very
> comprehensible. And I _did_ recommend providing a link to a code repository
> and using reproducible coding tools.
>
> On December 30, 2024 7:35:37 PM PST, "Ebert,Timothy Aaron" <tebert using ufl.edu>
> wrote:
> >Maybe I misunderstand, but if the results cannot be reproduced, what is
> the point? I did some secret stuff (after talking to my friend the witch
> doctor) and here are my results. Some analyses preclude exact reproduction,
> but then researchers should rerun the analysis several times to provide a
> range or field of possible/probable results.
> >
> >-----Original Message-----
> >From: Jeff Newmiller <jdnewmil using dcn.davis.ca.us>
> >Sent: Monday, December 30, 2024 7:52 PM
> >To: r-help using r-project.org; Ebert,Timothy Aaron <tebert using ufl.edu>; Erin
> Hodgess <erinm.hodgess using gmail.com>; r-help using r-project.org
> >Subject: Re: [R] Citation for stock price data from Quantmod
> >
> >[External Email]
> >
> >While asking if you should document what you did and give credit where
> due seems... unnecessary (of course you should) ... I believe we are beyond
> the point where a paper alone can allow me to reproduce most relevant
> published analyses. That is, including a link to a reproducible code
> repository with a list of exact package/versions used and to the exact data
> used as input are necessary to achieve that degree of completeness. It is
> non-trivial even with tools like renv and a complete repo to document all
> of the decisions required to reproduce a published result months or years
> later... expecting citations and technical discussion alone to catch
> everything is IMO an unrealistic goal. The paper can only cover the general
> outline of the work, and should be complete enough to allow someone else to
> perform a validation study... most likely with different tools and data
> sets to check how robust the results are.
> >
> >If the results can only be reproduced with one data source, it may not
> deserve high regard in general, and documenting that you used a narrow
> slice of information as the foundation of your conclusions might be a sort
> of "YMMV" caution to the reader.
> >
> >On December 30, 2024 4:02:08 PM PST, "Ebert,Timothy Aaron" <
> tebert using ufl.edu> wrote:
> >>Yes, you need to cite the source of data and the method for retrieval.
> You also need to cite programs used in manipulating the data, cleaning the
> data, and analyzing the data. I should be able to read what you wrote, and
> using those methods recover the data independently from you and finish all
> other steps in the analysis. I should not have to guess.
> >>
> >>Tim
> >>
> >>-----Original Message-----
> >>From: R-help <r-help-bounces using r-project.org> On Behalf Of Erin Hodgess
> >>Sent: Monday, December 30, 2024 12:17 AM
> >>To: r-help using r-project.org
> >>Subject: [R] Citation for stock price data from Quantmod
> >>
> >>[External Email]
> >>
> >>Hello!
> >>
> >>Happy Holidays!
> >>
> >>I have a question about citing stock price data downloaded via Quantmod,
> please.  Of course, I will cite Quantmod.  Do I also need to cite Yahoo
> Finance as the actual source of the data, please?
> >>Also, I'm not sure if this is a question for the Finance sig, but
> thought I would start here.
> >>
> >>Thank you.
> >>
> >>Erin Hodgess, PhD
> >>mailto: erinm.hodgess using gmail.com
> >>
> >>        [[alternative HTML version deleted]]
> >>
> >>______________________________________________
> >>R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >>https://stat/.
> >>ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C02%7Ctebert%40ufl.edu%7
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> >>0%7C0%7C638712030988681340%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnRy
> >>dWUsIlYiOiIwLjAuMDAwMCIsIlAiOiJXaW4zMiIsIkFOIjoiTWFpbCIsIldUIjoyfQ%3D%3
> >>D%7C0%7C%7C%7C&sdata=ykK%2BBt78wpifx16tATeYOx1kZk6Nh52r27u0O30p3kM%3D&r
> >>eserved=0 PLEASE do read the posting guide
> >>https://www.r/
> >>-project.org%2Fposting-guide.html&data=05%7C02%7Ctebert%40ufl.edu%7C63f
> >>10a3f3aed465b4cfc08dd29354696%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C
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> >>ved=0 and provide commented, minimal, self-contained, reproducible
> >>code.
> >>
> >>______________________________________________
> >>R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >>https://stat/.
> >>ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C02%7Ctebert%40ufl.edu%7
> >>C63f10a3f3aed465b4cfc08dd29354696%7C0d4da0f84a314d76ace60a62331e1b84%7C
> >>0%7C0%7C638712030988704618%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnRy
> >>dWUsIlYiOiIwLjAuMDAwMCIsIlAiOiJXaW4zMiIsIkFOIjoiTWFpbCIsIldUIjoyfQ%3D%3
> >>D%7C0%7C%7C%7C&sdata=TM0NCMmYxYx5%2FIUldYRX%2FCdpuzby7HaNOccXX6t1H8Y%3D
> >>&reserved=0 PLEASE do read the posting guide
> >>https://www.r/
> >>-project.org%2Fposting-guide.html&data=05%7C02%7Ctebert%40ufl.edu%7C63f
> >>10a3f3aed465b4cfc08dd29354696%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C
> >>0%7C638712030988712694%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnRydWUs
> >>IlYiOiIwLjAuMDAwMCIsIlAiOiJXaW4zMiIsIkFOIjoiTWFpbCIsIldUIjoyfQ%3D%3D%7C
> >>0%7C%7C%7C&sdata=CGXXrN%2Bb7thp88QaB9GCipUnFwujDCJkNwGPF6kgshI%3D&reser
> >>ved=0 and provide commented, minimal, self-contained, reproducible
> >>code.
> >
> >--
> >Sent from my phone. Please excuse my brevity.
>
> --
> Sent from my phone. Please excuse my brevity.
>
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> PLEASE do read the posting guide
> https://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

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