A short guide to Argentina's Financial and Monetary Data
There are more than 2.000 datasets in Alphacast, and there are plenty of hidden gems. This is a short "Must see" guide for those interested in Argentina's financial and monetary data.
Would you like to know more? Write to hello@alphacast.io o book a demo!
There are lots of Fixed Income datasets, mostly based on the data from IAMC daily reports. For example, you can find Sovereign bonds and bills data (Fix rates and CER ), including this dataset created and updated by a user or IAMC's bonds index in ARS and USD.
Historical data series for sovereign bonds can be found in this dataset while this one is always updated with the last price
Users have also created some pipelines based on this data. For example, you can see (and clone) this pipeline that calculates C vs D spreads or this one, that estimates MEP and CCL from bonds prices
Two weeks ago we began publishing detailed datasets for the Mutual Funds industry, based on CAFCI daily reports. You can access that data in these two repositories (1 and 2 )
- Net Worth by Fund
- Detailed Portfolio by Fund (https://www.alphacast.io/datasets/29744)
- Effect Price and Subscription by Fund and Class (Data and Calculation (https://www.alphacast.io/pipelines/2022-6-7-JGmbel/view) )
- Metadata per Fund (https://www.alphacast.io/datasets/29796) and per Asset (https://www.alphacast.io/datasets/29795)
You can find data on dozens of ARS/USD rates out there. MEP, CCL, Blue Chips Swap, GGAL, and the like.
The most popular FX datasets in Alphacast are:
- FX premiums
- Global Daily FX
- BCRA - Reference Exchange Rate - Com. A3500
- BNA - Retail Fx
- BNA - Wholesale Fx
For the FX Futures market the most popular datasets are:
- ROFEX estimated Implied curve
- ROFEX open interest
- ROFEX prices
- [BCRA futures position](https://www.alphacast.io/datasets/607
There are more than 50 monetary and banking datasets for Argentina in Alphacast, most of them in this repository. However, these are the most frequently downloaded datasets
- SERIESE y BAS - Selected - Daily & Monthly
- SERIESE BCRA Daily Instruments
- Panorama monetario y financiero
- Monetary Aggregates
- BCRA's Weekly Balance Sheet
- BCRA Daily Financial Liabilities
- Deposits and loans by Categories
- Tasas de interés - BADLAR
What about equity, commodities, or rates? This dataset has the most requested and downloaded data both for Argentina and the World
- Merval daily closing price
- Global Equity Indexes
- Global Commodities
- Global Rates
- Latin America EMBI
- USA - FRB Interest Rates
Would you like to know more? Write to hello@alphacast.io o book a demo!
