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Consuming Realtime Streaming data with the Refinitiv Data Platform Library
Created: June 1, 2020
Updated: June 1, 2020
Umer Nalla

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

Introduction to Equity Pair Trading
Created: May 15, 2020
Updated: May 15, 2020
Jason Ramchandani

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

Build Refinitiv Messenger Interactive Chat Bot with Python Machine Learning and Messenger Bot API
Created: April 29, 2020
Updated: May 11, 2020
Moragodkrit Chumsri

This article explains how to build Interactive ChatBot with Python Machine Learning and using Messenger Bot API to integrate the Bot to Eikon Messenger.

Eikon Excel Company Tearsheet in Python (Part 2)
Created: March 31, 2020
Updated: May 12, 2020
Zoya Farberov

We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook (Part 2)

How to get Fundamentals Company Geographic Sales Breakdown with Eikon Data APIs | Refinitiv
Created: March 25, 2020
Updated: May 11, 2020
Wasin Waeosri

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.

How to integrate ESG data into investment decisions
Created: March 24, 2020
Updated: April 1, 2020
Gurpreet Bal

Learn how you can leverage Refinitiv's leading data and APIs to integrate ESG data when making your investment decisions.

Eikon Excel Company Tearsheet in Python (Part 1)
Created: March 19, 2020
Updated: May 12, 2020
Zoya Farberov

We re-create Eikon Excel Company Tearsheet in Python, explaining the steps, and ending up with complete Company Tearsheet Jupiter notebook.

Yield Map charting with Eikon Data API
Created: March 10, 2020
Updated: March 11, 2020
Leonid Sopotnitskiy

This python model creates a chart for a bonds portfolio and builds yield curves from its constituents automatically using Eikon Data API.

Commodity seasonality charts with Eikon Data API
Created: March 9, 2020
Updated: March 9, 2020
Leonid Sopotnitskiy

This module allows the user to plot a seasonality chart for a futures contract in python with Eikon Data API.

Yield curve principal component analysis with Eikon Data API
Created: March 5, 2020
Updated: March 9, 2020
Leonid Sopotnitskiy

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.

Measuring the impact of hedging on the VaR of an FX portfolio in python with Eikon Data API
Created: March 3, 2020
Updated: March 9, 2020
Leonid Sopotnitskiy

This model calculates a parametric Value-at-Risk on an FX portfolio, and measures the impact from changing % of FX positions being hedged.

ESG Disclosures
Created: December 3, 2019
Updated: December 4, 2019
Alex Putkov

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). 

Portfolio optimization in Modern Portfolio Theory
Created: November 25, 2019
Updated: May 23, 2020
Alex Putkov

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.

Introduction to News Sentiment Analysis with Eikon Data APIs - a Python example
Created: January 5, 2018
Updated: May 3, 2019
Jason Ramchandani

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.

Generating Alpha using Starmine Analytical Models - a Python example
Created: December 28, 2017
Updated: May 3, 2019
Jason Ramchandani

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.

Using AdfinX Analytics in Python
Created: November 23, 2017
Updated: April 3, 2019
Alex Putkov

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.

How to visualize performance of a domestic vs. foreign asset adjusted for exchange rate using Eikon Python API
Created: July 18, 2017
Updated: April 9, 2019
Gurpreet Bal

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.

Using Eikon .NET SDK in Matlab
Created: March 31, 2017
Updated: April 3, 2019
Alex Putkov

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
Created: February 14, 2017
Updated: April 3, 2019
Nick Zincone

Using FID 259 to identify your market data records