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
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
This article explains how to build Interactive ChatBot with Python Machine Learning and using Messenger Bot API to integrate the Bot to Eikon Messenger.
We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook (Part 2)
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.
We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook.
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 model calculates a parametric Value-at-Risk on an FX portfolio, and measures the impact from changing % of FX positions being hedged.
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).
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.
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.
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.
This article provides an example of how Eikon .NET SDK can be used in Matlab to retrieve timeseries of price history and to subscribe to streaming market data.
Using FID 259 to identify your market data records