[R] Citation for stock price data from Quantmod

Tue Dec 31 21:41:53 CET 2024

Thanks to all for the excellent feedback.

Erin Hodgess, PhD
mailto: erinm.hodgess using gmail.com

On Tue, Dec 31, 2024 at 1:41 PM Ebert,Timothy Aaron <tebert using ufl.edu> wrote:

> Fair enough. You do not put citations in the abstract or summary. The
> level of detail in the methods can be modified by including a link to a
> repository or by including supplemental material, or appendix, or foot
> notes, or something equivalent. If all programs/packages are used with
> system defaults the version number is sufficient. If the packages are
> customized and such customization materially alters the results, then that
> information should be included in some form. If only the outcome matters,
> then one is unlikely to read past the abstract.
>     Write to your audience. The approach to a peer reviewed scientific
> publication will be different from a 2-minute presentation to the board of
> directors. If there are protocols mandating that the research is
> reproducible, then you will need enough detail in the methods that someone
> can reproduce it (or hope that nobody ever checks). Some places use
> different definitions for reproducible versus replicable, but here one
> option:
> https://www.amstat.org/asa/files/pdfs/POL-ReproducibleResearchRecommendations.pdf
> .
>
> The rules for citations depend on your final goal and how others may use
> your results. The expectations of your peers and professionalism should
> guide your choices.
>
> -----Original Message-----
> From: Jeff Newmiller <jdnewmil using dcn.davis.ca.us>
> Sent: Monday, December 30, 2024 11:23 PM
> To: Ebert,Timothy Aaron <tebert using ufl.edu>; r-help using r-project.org; Erin
> Hodgess <erinm.hodgess using gmail.com>
> Subject: RE: [R] Citation for stock price data from Quantmod
>
> [External Email]
>
> 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]]
> >>
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> >>r
> >>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%7
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> >>0%7C0%7C638712030988704618%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnR
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> >>3
> >>D%7C0%7C%7C%7C&sdata=TM0NCMmYxYx5%2FIUldYRX%2FCdpuzby7HaNOccXX6t1H8Y%3
> >>D
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> >>0%7C638712030988712694%7CUnknown%7CTWFpbGZsb3d8eyJFbXB0eU1hcGkiOnRydWU
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> >>0%7C%7C%7C&sdata=CGXXrN%2Bb7thp88QaB9GCipUnFwujDCJkNwGPF6kgshI%3D&rese
> >>r
> >>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.
>

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