In this article we compute risk-free rates using zero-coupon bonds and then show how to calculate excess returns for any instrument.
This article describes a syntax builder designed to assist Eikon Data API users with creating screening and data aggregation requests.
This article demonstrates how to find RIC(Refinitiv Identifier Code) for each country/territory statistic of infected cases and how to retrieve the coronavirus statistic using Eikon Data API(Python)
This article examines the evolution of ESG disclosures by companies over time. It uses the universe of companies, for which Refinitiv has been collacting ESG data since 2002, and examines how the number of ESG metrics that these companies report on evolved between 2002 and now.
This article shows how to integrates Messenger Bot API with Eikon Data API to create a basic interactive chat bot that covert symbology for Refinitiv Workspace messenger application users.
This example demonstrates how to retrieve World Development Indicators from DataStream Web Services and then use Google Maps (gmaps) to create a heatmap with the retrieved data.
Forecasting USA GDP via Expenditure Approach and the Holt-Winters Model and computing monthly estimates when only quarterly figures are released.
Code Walkthrough of a Python example that uses the Refinitiv Data Platform library to demonstrate the consumption of realtime data from the Refinitiv Data Platform, TREP or Eikon/Workspace
Only quarterly U.S.A. G.D.P. data is published; this article describes a method of estimating monthly such figures using monthly Total Compensation figures.
Use cases to demonstrate common delta hedging workflows using Refinitiv's Instrument Pricing Analytics, modeling different pricing strategies.
DataStream Sustainable Development Goals Country Scores
This article will cover the Equity Pair trading use case and go from a single pair example to an industrialised search process with commonly used statistical tests, combinatoric generators and computed in a brute force fashion using vectorization and parallelization where appropriate
Creating a framework to investigate whether the Announcement of Financial Statements after COVID impacted the price of stocks in any specific industry sector in the USA.
This article explains how to build Interactive ChatBot with Python Machine Learning and using Messenger Bot API to integrate the Bot to Eikon Messenger.
The article demonstrates how to use Refinitiv Data Platform (RDP) Library for Python to retrieve historical data. Then, you can use the data for financial data science and plot the graph. In this article, we will show how to calculate log returns, correlation matrix and linear OLS regression according to the data.
An exploration of how to use Instrument Pricing Analytics Data to create and plot ETI and FX Volatility Surfaces, Smile Curves, Term Structures, Forward Curves using the Refinitiv Data Platform Library
This article explains steps to retrieve Cross Economic Data using Eikon Data API(Python)
This article shows how to get Company Geographic Sale information from Reuters Fundamentals, then breakdown and display it as a graph for busincess decision with Eikon Data API.
Learn how you can leverage Refinitiv's leading data and APIs to integrate ESG data when making your investment decisions.
Accessing saved list on Eikon Desktop using Eikon Data API(Python)
This article introduces a Python library for Open PermID APIs. This library covers all features of Open PermID APIs including Record Matching, Entity Search, and Intelligent Tagging.
Create technical analysis triggers without needing to use charts and visually identify signals with the Eikon Data API. These events are then used to post the signals to a chat room using the Refinitiv Messenger BOT API
This python model creates a chart for a bonds portfolio and builds yield curves from its constituents automatically using Eikon Data API.
This module allows the user to plot a seasonality chart for a futures contract in python with Eikon Data API.
This python model performs the PCA decomposition of a defined list of rates instruments (e.g. treasuries or IR swaps) using Eikon Data API, Additionally this model calculates the mean reversion on a curve trade as well as optimal holding period.
This article shows to get consume, assemble and decode MRN News Analytics Data (TRNA) from TREP via Elektron WebSocket connection. This article also shows how to get each Analytics Field data from TRNA JSON message.
This article will demonstrate how to calculate performance on a fund using Dollar-Cost Averaging strategy versus Inflation
This model calculates a parametric Value-at-Risk on an FX portfolio, and measures the impact from changing % of FX positions being hedged.
If you work in finance, the majority of your work probably happens online: You may periodically check an internal dashboard in your web browser or look at ticking prices in the Eikon terminal. Nevertheless, your boss may want you to send them a good old Excel factsheet at the end of each day.
how to extract the time series from Refinitiv using Eikon data API for Python. Then, use it for the series for forecasting the time series using ARIMA model
This article explores the concept of Economic Value Added and provides an example of calculating company's Economic profit using company fundamental data retrieved from Eikon.
Part 2 of a peek at our new exciting and easy to use Refinitiv Data Platform library for Python, C# (and Typescript) - looking at Analytics, ESG and Level 2 Streaming data using the Delivery Layer
Part 1 of a peek at our exciting new and easy to use Refinitiv Data Platform library for Python, C# (and Typescript)
This article examines the distribution of companies disclosures across metrics in Refinitiv ESG dataset. It also probes whether higher disclosure rate is associated with better stock price performance or company profitability metrics such as return on assets (ROA) or return on equity (ROE).
Offline Installation for Eikon Data APIs(Python) | Refinitiv
In Modern Portfolio Theory (MPT) the goal of portfolio optimization is to maximize expected portfolio return for a given level of market risk or conversely to minimize the risk for a given expected return. This article demonstrates MPT portfolio optimization techniques for small portfolio of US stocks.
Find Your Right Companies with SCREENER | Eikon Data APIs(Python)
This article will demonstrate how to request tick history data on demand on Jupyter Notebook.
This article shows how to implement Elektron WebSocket API application to consume Machine Readable News (MRN) data with Python Language.
In this article, we will build a simple GUI Python example which Consumes MarketByPrice Orderbook data using the Elektron Websocket API
This article shows how to contribute your data to Refinitiv with Elektron WebSocket API, TREP and RCC.
If you want to publish (i.e. contribute) data to the Financial Markets via Refinitiv and/or to your internal TREP users without learning an API this guide is for you.
This example will demonstrate how we can retrieve ESG data from Elektron Data Platform (EDP). We will be using Python with EDP API to request ESG data on the Jupyter Notebook.
This article will guide you launch an Amazon AWS EC2 Instance to run the ERT in Cloud WebSocket Python example from the instance.
Use a Fiddler proxy to capture web request/response.
The purpose of this article is to introduce the client load balancing feature available in ADS. It also demonstrates how to configure this feature and test it with RFA examples and WebSocket API.
Using Open PermID Matching API in Python
This article will demonstrate how we can conduct a simple sentiment analysis of news delivered via our new Eikon Data APIs and some really great python packages. Jupyter Notebook is available via github.
This article will demonstrate how we can use Starmine Analytical Models to derive insight and generate alpha, in this case, for equity markets. I will be using our new Eikon Data APIs in this Python example. This Jupyter notebook is available on github for you to download.
Adfin Analytics are only available as part of Eikon Excel add-in and as a COM library. There’s no native Python implementation of Adfin Analytics. This article explains how to use AdfinX Analytics in Python and provides a code sample.
After making a historical data request using Refinitiv Tick History, once the data was extracted and is ready you can download and save the compressed data file to your local hard disk. In this article, I investigate how to download the compressed data files, and how to optimize the download time.
U.S. Presidents - The first 100 Days
This article demonstrate how to implement the Refinitiv Knowledge Direct (RKD) API News Headline consumer application with Python and JSON.
This article demonstrate how to implement the Refinitiv Knowledge Direct (RKD) API consumer application with Python and JSON to consume Real Time Quote data.
Symbology conversion using the DSS REST API in Python
This article demonstrates how a user can use Eikon Python API to quickly prototype and plot custom analytics. The example shown here is one of the many use cases, that Quants/Analysts can employ to analyze financial data.
The Refinitiv Knowledge Direct (RKD) API integrates into your website, trading platform, company intranet/extranet, advisory portal and mobile applications to provide up-to-date financial market data, news and analytics and powerful investment tools.
This article demonstrates how to use the Tick History REST API to request Time and Sales data using python.
How to use the Tick History REST API to expand a Chain RIC in Python