Package GetDFPData

Downloading Annual Financial Reports and Corporate Events from B3 (formerly Bovespa)

Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is straightforward. In the website one can find a simple interface for accessing this dataset. An example is given here. However, gathering and organizing the... [Read More]
Tags: R, GetDFPData, corporate events, financial reports

New Package GetITRData

Downloading Quarterly Financial Reports from Bovespa

Financial statements of companies traded at B3 (formerly Bovespa), the Brazilian stock exchange, are available in its website. Accessing the data for a single company is straightforwardd. In the website one can find a simple interface for accessing this dataset. An example is given here. However, gathering and organizing the... [Read More]
Tags: R, GetITRData, financial reports

Brazilian Yield Curve

The latest version of GetTDData offers function get.yield.curve to download the current Brazilian yield curve directly from Anbima. The yield curve is a financial tool that shows how, based on current prices of fixed income instruments, the market perceives the future real, nominal and inflation returns. You can find more... [Read More]

Recreating the LOB

Update to GetHFData (Version 1.4)

GetHFData newest version (1.4) allows the recreation of the LOB (limit order book) based on order data. A limit order book is the standard format that trading occurs in most exchanges. Order are sent and executed whenever there is a match of order prices from sellers and buyers. Recreating the... [Read More]
Tags: R, GetHFData, LOB

Package GetLattesData

Downloading and reading bibliometric data from Lattes

Lattes is the largest and unique platform for academic curriculumns. There you can find information about the academic work of ALL Brazilian scholars. It includes institution of PhD, current employer, field of work, all publications metadata and many more. It is an unique and reliable source of information for bibliometric... [Read More]
Tags: R, GetLattesData, Lattes, bibliometric studies