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Getting Started1 years ago
Introduction | Downloading Market Data | Templates | Fetching market data | rb3.cachedir folder | Note | Accessing the data | Conclusion
How to Compute Historical Rates from B3 Future Prices1 years ago
Introduction | Fetching historical data | Querying the data | Historical nominal interest rates | Historical real interest rates | Implied inflation | Forward rates | Conclusion
Analyzing B3 Index Data1 years ago
Introduction | Retrieving available indices | Fetching historical index data | Visualizing index performance | Analyzing index composition | Finding stocks in multiple indices | Finding which indices contain a specific stock | Analyzing index weights with the theoretical portfolio | Top constituents by weight | Comparing index concentration | Sector analysis with the current portfolio | Sector composition analysis | Creating helper functions for index analysis | Analyzing index performance metrics | Calculating summary statistics | Conclusion
Fetching B3 Yield Curves1 years ago
Introduction | Fetching the data | Selecting Reference Dates | 2. Fetching and Storing Market Data | PRE Curve (DI rates) | IPCA Curve (DIC curve) | Cupom Limpo (USD - DOC curve) | Break-even Inflation: PRE vs DIC | Conclusion
Fetching Historical Equity Data1 years ago
Introduction | Fetching historical data | Downloading yearly data | Downloading daily data | Accessing the datasets | Filtering by asset type | Equities | ETFs (Exchange Traded Funds) | REITs (FIIs - Fundos Imobiliários) | BDRs (Brazilian Depositary Receipts) | Other asset classes | Analyzing equity data | Top traded equities by volume | ETF market share analysis | Analyzing distribution IDs for price continuity | Working with BDRs | Conclusion
Creating Calendars4 years ago
Creating a calendars | Why define weekdays? | Skiping weekends only (defining weekends as nonworking days) | Skiping mondays (defining mondays as nonworking days) | Skip nothing (formal current days calendar)
Introduction to bizdays4 years ago
Introduction | Load calendars from other packages | Usage | Count bizdays | Check bizdays | Fix dates | Sequence of business days | Add business days to a date | getdate
Financial and non financial calendars8 years ago
Introduction | How bizdays counts business days? | Creating non financial calendars | Creating financial calendars