Alex Putkov.

Alexander Putkov's picture
Alex
Putkov

United States

C#, VB.NET, VBA, Javascript, Python
Economic Value Added
Last update: December 23, 2019
Alexander Putkov

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.

ESG Disclosures
Last update: December 4, 2019
Alexander 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
Last update: November 29, 2019
Financial
Alexander 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.

Using AdfinX Analytics in Python
Last update: April 3, 2019
Financial
Alexander 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.

Tick History Article
Last update: April 3, 2019
Financial
Alexander Putkov

This article illustrates the use case of downloading timeseries data for all option instruments on a given underlying using Thomson Reuters Tick History REST API in Python.