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Alphacast

Alphacast Sample Repo

Modelo

Mariano Sanchez Moreno

This dataset contains **historical** prices (24 hs), nominal volume, maturity, and fundamentals (up to T-1) for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market. These assets are traded on BYMA and are classified by market segment, coupon structure, issue currency, trading currency, issuer, governing law, and issuer's industry. The fundamentals include effective annual internal rate of return (TIREA, expressed in decimals, calculated as the discount rate at which the net present value of all future cash flows — discounted using an actual/360 day-count convention — equals the price), modified duration, convexity, parity (as a percentage), residual value (as a percentage), accrued interest (in decimals), coupon rate (expressed as a holding period return, i.e., final value over initial value minus one), and volatility (in decimals).

For intraday data of these assets, click [here](https://www.alphacast.io/datasets/financial-argentina-fixed-income-intraday-prices-beta-41885).

Historical Price & Fundamental

This repository includes the price, volume, cashflows and metadata of Argentinian Fixed instruments assets

Modelo

Sources

Historical Price & Fundamental

Alphacast /
Alphacast Argentina Fixed Income Data

Ponderadores modelo INVIU

Ignacio Savanti /
isavanti_'s Public Repo

Modelo

Sources

Historical Price & Fundamental Alphacast / Alphacast Argentina Fixed Income Data

Ponderadores modelo INVIU Ignacio Savanti / isavanti_'s Public Repo

Historical Price & Fundamental

Alphacast /
Alphacast Argentina Fixed Income Data

Ponderadores modelo INVIU

Ignacio Savanti /
isavanti_'s Public Repo