Alphacast

Basic daily FX data for Argentina: Oficial retail and wholesale FX and multiple FX prices and premiums (Blue, CCL, MEP).

This dataset includes the Merval index sourced from Yahoo Finance using the closing price. Individual stocks are sourced from BYMA under immediate settlement (T+0). The dataset is updated throughout the trading session showing the last traded price, and at market close it overwrites with the final closing price.

Alphacast High Frequency CPI. Dataset includes indexes for: Headline, core (dollarized & non dollarized), seasonal & regulated. Data is updated on a weekly basis. Weekly variation dates correspond to the first day of each week. For example, the week of June 23rd covers the period from June 23rd to June 29th.

Daily closing prices of global commodity prices for Brent, Copper, Corn, Gold (since 1968), Natural Gas, Silver, Soybeans, Wheat and WTI (since 1983), Gasoline RBOB Gasoline RBOB, Coal, Coffee.

Daily decomposition (computed by Alphacast) of each Argentine mutual fund's net-asset change into two components: net subscriptions (the cash flow effect of new investor money in or rescues out) and price effect (the change in the value of the underlying portfolio). Allows analysts to tell whether a fund grew because new capital arrived or because its holdings appreciated. The fund-level building block for industry-flow tracking. For a sector-level view see Mutual Funds - Subscription & Price Effects By Category (32253); for the industry total see Mutual Funds - Subscription & Price Effects - Total Industry (34403). Underlying daily NAV data comes from yearly shards such as Fondos Comunes de Inversion - 2026 (47423). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

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.

This dataset includes monthly historical inflation data for 11 Latin America's economies. Information is provided in MoM and YoY variations. Earliest data for Argentine is 1943 Bolivia 1937, Brazil 1980, Chile 1928, Colombia 1954, Ecuador 1969, Mexico 1969, Paraguay 1951, Peru 1949, Uruguay 1937, and Venezuela 1950

Daily updates of prices of global currencies vs the US Dollars.

This dataset provides daily sovereign bond yields (in %) for 70+ countries. The value (yield), date and maturity (in years) are specified in the variables.

This dataset includes daily equity indexes such as Dow Jones Industrial Average and S&P 500.

This dataset includes Argentina, Brazil, Colombia, Chile, Ecuador's, Mexico, Paraguay, and Peru Monthly GDP. Data is also reported in constant prices and seasonally adjusted (by official institutions & Alphacast)

This dataset contains intraday prices (24 hs) and fundamentals for sovereign, sub-sovereign, and corporate fixed income assets in the Argentine market, traded on BYMA. Assets are classified by market segment, coupon structure, issue currency, trading currency, issuer, governing law, and issuer's industry. Fundamentals include internal rate of return (IRR, expressed in decimals, is the discount rate at which the net present value of all future cash flows equals zero), modified duration, convexity, parity (as a percentage), residual value (as a percentage), accrued interest (in decimals), and coupon rate. For historical data of these assets, click here.

This dataset shows Alphacast's weekly estimations of high-frequency inflation vs INDEC's actual monthly Consumer Price Index. Data is expressed in MoM moving average. Alphacast high frequency is updated on a weekly base with data until the previous day. INDEC data is published 15/20 days after the end of the corresponding month. Data for INDEC before 2015 is excluded as its authenticity was highly questioned, including a Motion of Censure from the International Monetary Fund.

This dataset provides daily sovereign bond yields (in %) for 70+ countries. The value (yield), date and maturity (in years) are specified in the variables.

This dataset contains historical prices (t+0; contado inmediato) and volume 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, issuer, and issuer's industry. For intraday data (t+1), click here. Besides, for historical prices and fundamentals (t+1), click here.

This dataset contains historical CPI data from January 1943 to December 2016. The sources for the spliced CPI data are: INDEC (January 1943 - December 2006) San Luis Province (January 2007 - January 2013) City of Buenos Aires (February 2013 - April 2016) INDEC Gran Buenos Aires (March 2016 - December 2016) INDEC National (January 2017 - Current)

Daily decomposition (computed by Alphacast) of net-asset change into subscriptions vs price effect, aggregated by mutual fund category (Renta Fija COR, Renta Mixta, Renta Variable, and so on). Useful for tracking sectoral capital flows — for example, identifying months when investors rotate out of Renta Fija COR into Renta Variable. Computed by aggregating the fund-level decomposition in Mutual Funds - Subscription & Price Effects By Fci (29806). For the industry-wide aggregate see Mutual Funds - Subscription & Price Effects - Total Industry (34403). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset includes Sovereign Credit Ratings for several countries.

This dataset includes Argentina, Brazil, Colombia, Chile, Ecuador's, Mexico, Paraguay, and Peru monthly nominal GDP information reported by their respective institutions

This dataset includes daily prices of the Parallel Exchange Rate, the so called "Blue FX Rate" in Argentina.

Alphacast High Frequency CPI. Dataset includes monthly MoM variation for headline inflation, based on the final High Frequency CPI prints of the month. Data is updated on a monthly basis. For more information check https://www.alphacast.io/about-high-frequency-cpis/

Daily decomposition (computed by Alphacast) of net-asset change into subscriptions vs price effect, summed across the entire Argentine open-end mutual fund industry. The highest-level view to determine whether the industry as a whole is gaining or losing capital in net flow terms. Computed by aggregating Mutual Funds - Subscription & Price Effects By Fci (29806). For a sector breakdown see Mutual Funds - Subscription & Price Effects By Category (32253). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Total-return index at the individual fund level, computed by Alphacast and normalized to 100 at a common base date. Built from the daily change in the fund's unit price (valor cuotaparte, sourced from yearly NAV shards such as Fondos Comunes de Inversion - 2026 (47423)) plus reinvestment of distributions. The preferred return measure when comparing fund performance across funds of different sizes or starting unit prices. For a class-level breakdown when a fund issues multiple share classes, see Total Return Index - Per Fund Segment Clase (29914). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset includes daily prices and trading volume for a wide range of cryptocurrencies, each identified by its ticker paired with the US dollar (e.g., BTC-USD, ETH-USD).

Global Markets

Per-fund statistical summary computed by Alphacast over a trailing 12-month window: cumulative return, annualized volatility, maximum drawdown, Sharpe ratio, and ranking within category and against the industry benchmark. One row per fund-class, refreshed daily as the window rolls forward. Useful as a one-stop performance dashboard for individual mutual funds. Fund identifiers can be joined with weekly portfolio data such as CNV FCI Portfolio Holdings (50916). For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset includes Net International Reserves holdings of the BCRA and its components. They are calculated as Gross IIRR - Swap with China - Bank Deposits in the BCRA in USD - SEDESA REPO. Data is in USD millions.

Total-return index by mutual fund category (Renta Fija COR, Renta Fija MED, Renta Fija LAR, Renta Mixta, Mercado de Dinero, Renta Variable, Pymes, Infraestructura, Retorno Total, etc.) in wide format, computed by Alphacast with each category normalized to 100 at a common base date. Useful for comparing a specific fund against the average of its natural category. For the same data in long format with one row per (date, category, value) see Total Return Index - By Category - Long (35045). Underlying daily NAV data comes from yearly shards such as Fondos Comunes de Inversion - 2026 (47423). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset contains the nominal exchange rate against the US dollar. Data has daily frequency.

Total-return index aggregated at the asset-management-company (sociedad gerente) level, with each manager's underlying funds weighted by net assets. Computed by Alphacast and normalized to 100 at a common base date. Useful for comparing the overall performance of mutual fund managers (e.g. \"how well has Galicia Asset Management's book performed this year\"). Underlying daily NAV data comes from yearly shards such as Fondos Comunes de Inversion - 2026 (47423). For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Total-return index for the entire Argentine open-end mutual fund industry, with every fund weighted by net assets, computed by Alphacast and normalized to 100 at a common base date. The broadest benchmark for evaluating individual fund or category performance against the market as a whole. Underlying daily NAV data comes from yearly shards such as Fondos Comunes de Inversion - 2026 (47423). For category-level benchmarks see Mutual Funds - Total Return Index By Category (34406). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Auction-level rollover indicators for the Argentine Treasury's local-currency debt, with issuance, debt payments and net financing in millions of Argentine pesos and rollover rates expressed as ratios of issuance to payments. Compiled by Alphacast from Treasury auction results published by the Ministerio de Economía. Issuance is measured at effective value and includes dollar-linked instruments converted to pesos; gross figures cover all holders, while net figures exclude debt held by public-sector entities; moving rollover rates cover the last four auctions, and cumulative rates reset each calendar year through 2022 and have accumulated continuously since the first auction of 2023. Instrument-level results for each auction are available in the Argentina Debt Auctions (detail) dataset (https://www.alphacast.io/datasets/fiscal-argentina-debt-auctions-detail-6053), where the effective value summed across instruments on each auction date reproduces the gross issuance reported here; note that conversion operations appear only in that dataset, and that dates before 2022 here mostly refer to settlement rather than auction dates.

Weekly variation dates correspond to the first day of each week. For example, the week of June 23rd covers the period from June 23rd to June 29th.

This dataset includes the daily update of the currency of Argentina, Bolivia, Brazil, Chile, Colombia, Paraguay, Peru and Uruguay.

This dataset includes daily metals prices of global commodities for Gold (USD/t.oz), Silver (USD/t.oz), Copper (USD/Lbs), Steel (CNY/T), Iron Ore (USD/T), Lithium (CNY/T), Platinum (USD/t.oz), Titanium (USD/KG), HRC Steel (USD/T). However, the following metals have been discontinued: Titanium, HRC Steel, Lithium, and Steel.

This dataset contains the daily FX Rate of 140 currencies vs the USD

Basic intraday FX data for Argentina: Oficial retail and wholesale FX and multiple FX prices and premiums (Blue, CCL, MEP).

This dataset contains the most crucial statistics on the S&P 500, provided on a monthly basis.

Daily ranking of Argentine Renta Fija T+1 (next-day-liquidity money-market) mutual funds by total-return index, computed by Alphacast. Each row carries the fund's TRI level, year-to-date TRI, month-to-date TRI, and the corresponding MTD / YTD ranks within the category. Renta Fija T+1 dominates transactional cash management in Argentina, so this is a typical \"best performer\" table for that segment. For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Daily ranking of Argentine equity (Renta Variable) mutual funds by total-return index, computed by Alphacast. Each row carries the fund's TRI level, year-to-date TRI, month-to-date TRI, and the corresponding MTD / YTD ranks within the category. A typical \"best performer\" table for equity-focused investors. For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset includes yearly information of the Social Unrest Index for multiple countries published in "Measuring Social Unrest Using Media Reports" by Philip Barret, Maximiliano Appendino, Kate Nguyen, and Jorge de Leon Miranda. The Social Unrest Index measures the risk of social conflicts in countries and is used to assess the level of vulnerability of a society to instability. It takes into account a range of factors, including economic inequality, poverty, social exclusion, and lack of effective governance. To access additional information and details regarding the methodology about the index, read here.

Total-return index broken out at the share-class level (Clase A, Clase B, Clase C, Ley 27.743, and so on), computed by Alphacast and normalized to 100 at a common base date. Argentine mutual funds often issue multiple share classes with different fee structures, so the same underlying portfolio can produce divergent class-level returns. Built from the daily change in each class's unit price (valor cuotaparte, sourced from yearly NAV shards such as Fondos Comunes de Inversion - 2026 (47423)). For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Daily decomposition (computed by Alphacast) of net-asset change into subscriptions vs price effect, restricted to Argentine mutual funds with more than 50% of the portfolio in CER-linked instruments (instruments indexed to Argentina's Coeficiente de Estabilización de Referencia, which adjusts for inflation). Useful for tracking flows into and out of the inflation-linked fund universe. The performance ranking companion lives in Mutual Funds - Total Return Index - > 50% Cer - Ranking (38641); for the unfiltered fund-level decomposition see Mutual Funds - Subscription & Price Effects By Fci (29806). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset contains the most crucial statistics on the S&P 500, provided on a quarterly basis Sources: Standard & Poor's and Robert Shiller

This dataset contains used car prices from Mercado Libre. Prices vary according to brand, model and other vehicle characteristics.

This dataset includes daily industrial prices of global commodities for Bitumen (CNY/T), Cobalt (USD/T), Lead (USD/T), Aluminum (USD/T), Tin (USD/T), Zinc (USD/T), Nickel (USD/T), Molybdenum (USD/Kg), Palladium (USD/t oz), Rhodium (USD/t oz), Polyethylene (CNY/T), Polyvinyl (CNY/T), Polypropylene (CNY/T), Soda Ash (CNY/T), Neodymium (CNY/T), Tellurium (CNY/Kg), Iron Ore 62% fe (USD/T), Urea Ammonium Nitrate (EUR/MT), Urea (USD/T), Di-ammonium (USD/T), Magnesium (CNY/T), Gallium (CNY/Kg), Germanium (CNY/Kg), Manganese Ore (CNY/mtu), Indium (CNY/Kg), Kraft Pulp (CNY/T).

Daily ranking of Argentine inflation-linked mutual funds (funds with more than 50% of the portfolio in CER-linked instruments) by total-return index, computed by Alphacast. Each row carries the fund's TRI level, year-to-date TRI, month-to-date TRI, and the corresponding MTD / YTD ranks within the segment. The companion flow view for this universe lives in Mutual Funds - Subscription & Price Effects - > 50% Cer (35056). For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Labor Force definition varies among countries. In Argentina it goes from 15 to 64 years old. In Brasil, Peru and Uruguay it goes from 14 years old onwards. In Chile and Mexico it goes from 15 years old onwards. In Colombia it goes from 12 years old onwards in urban areas and 10 years old onwards in rural areas.

Instrument-level results of the most recent Argentine Treasury auction, with effective value awarded and outstanding nominal amount in millions of Argentine pesos and cut-off rates as nominal and effective annual rates in decimals. Compiled by Alphacast from auction results published by the Ministerio de Economía. The dataset is a snapshot overwritten after each auction; dollar-linked amounts are converted to pesos at the Banco Central de la República Argentina reference exchange rate, and the effective annual rate is derived from the nominal annual rate by compounding over the term to maturity on an actual/365 basis.

This dataset includes FOB wheat prices in various ports and international markets, expressed in USD per metric ton (USD/mT).

Per-fund statistical summary computed by Alphacast over a trailing 24-month window: cumulative return, annualized volatility, maximum drawdown, Sharpe ratio, and ranking within category and against the industry benchmark. One row per fund-class, refreshed daily as the window rolls forward. Useful for evaluating fund performance across a longer market cycle than the 12-month view. Fund identifiers can be joined with weekly portfolio data such as CNV FCI Portfolio Holdings (50916). For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Total-return index by mutual fund category (Renta Fija COR, Renta Fija MED, Renta Fija LAR, Renta Mixta, Mercado de Dinero, Renta Variable, Pymes, Infraestructura, Retorno Total, etc.) in long format with one row per (date, category, index value), computed by Alphacast. Convenient for downstream pipelines that prefer long-form input. For the same data in wide format (one column per category) see Mutual Funds - Total Return Index By Category (34406). Underlying daily NAV data comes from yearly shards such as Fondos Comunes de Inversion - 2026 (47423). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Per-fund statistical summary computed by Alphacast over a trailing 36-month window: cumulative return, annualized volatility, maximum drawdown, Sharpe ratio, and ranking within category and against the industry benchmark. One row per fund-class, refreshed daily as the window rolls forward. Useful for assessing consistency of fund performance across multiple inflation and exchange-rate regimes. Fund identifiers can be joined with weekly portfolio data such as CNV FCI Portfolio Holdings (50916). For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

This dataset contains historical CPI data from January 1943 to December 2016. The sources for the spliced CPI data are: INDEC (January 1943 - December 2006) San Luis Province (January 2007 - January 2013) City of Buenos Aires (February 2013 - April 2016) INDEC Gran Buenos Aires (March 2016 - December 2016)

This dataset contains used car prices from www.autos.cl. Prices vary according to brand, model, region and other vehicle characteristics. Prices are collected on a weekly basis.

This dataset includes daily electricity prices for the United Kingdom, Germany, France, Italy, and Spain, presented in megawatt hours (MWh) and denominated in the respective local currencies.

This dataset includes the total return index for each asset class of Argentina's fixed income market.

This dataset includes data for the Mutual Funds administrated in Colombia.

The first variable is a simple average of the Lecaps and Boncaps effective monthly rate, and the other variable is the effective monthly rate of the Lecap/Boncap that expires the soonest on each date. Bonds expiring in 5 days or less are filtered out for each date beforehand. In %.

This dataset includes historical prices and irr (in decimal) for DICA & DICY bonds.

This dataset includes subscription an price effects to isolate variations in fund values, for Colombia mutual funds market.

This dataset includes total return index for the Colombia mutual funds market.

This dataset includes CEDEARs prices, volume and returns in decimal.

This dataset includes price & volume (in thousands) for main panel stocks in Argentina's stock market.

Daily closing prices of global commodity prices.

This dataset contains daily price and effective-volume data for main-panel stocks in Argentina's stock market. Prices correspond to the 24-hour (T+1) settlement period.

This dataset includes daily prices and traded volumes for equities listed on Argentina’s stock market General Board. Prices correspond to the 24-hour (T+1) settlement period.

This dataset contains daily observations for matured fixed income securities, including the trading date, security ticker, and key market metrics such as price, yield, and duration (DM).

Quarterly public debt stock compilation covering 104 countries. Metrics: Gross Debt (% GDP), Gross Debt (USD bn). Sources prioritized: national sources > WB QPSD > Eurostat > OECD EO. Variables: Gross Debt (% GDP), Gross Debt (USD bn), source. Coverage: 1995-01 to present (7,799 records). Update frequency: Quarterly, full refresh each run. Entity: country

Annual public debt stock compilation covering 213 countries. Metrics: Gross Debt (% GDP), Gross Debt (USD bn). Sources prioritized: national sources > WB QPSD > Eurostat > OECD EO > IMF GFS > IMF WEO > IMF GDD. Variables: Gross Debt (% GDP), Gross Debt (USD bn), source. Coverage: 1950-01 to present (10,193 records). Update frequency: Annual, full refresh each run. Entity: country

This dataset contains the Consumer Price Index (CPI, headline / all items) at monthly frequency with broad historical coverage, spanning ~190 countries. For each country it provides the index in its original base, the same index rebased to 2019=100 (comparable across countries), and the year-over-year change (YoY). It is a compilation of official sources (national statistics offices, central banks, BIS, IMF).

This dataset contains a core inflation measure —CPI excluding food and energy— at monthly frequency with broad historical coverage, spanning ~90 countries. It includes the core index in its original base, rebased to 2019=100, and its year-over-year change (YoY), plus a "Core Definition" field indicating the core definition used by each country. Compiled from official sources.

This dataset contains the CPI broken down by economic type, at monthly frequency with broad historical coverage, spanning ~75 countries. It includes the Goods, Services, Food, Energy, Tradable, Non-Tradable and Regulated series, each in its original base, rebased to 2019=100, and with year-over-year change (YoY). Compiled from official sources.

This dataset contains the CPI broken down by the international COICOP classification, at monthly frequency with broad historical coverage, spanning ~80 countries. It includes the headline (All Items) level and the 12 COICOP divisions, each in its original base, rebased to 2019=100, and with year-over-year change (YoY). Compiled from official sources.

This dataset contains quarterly GDP by the expenditure approach at current prices, in national currency (LCU) billions. It provides GDP with its standard SNA expenditure components (consumption, investment and external trade) and derived aggregates, compiled from national and international sources.

This dataset contains quarterly GDP by the expenditure approach at constant prices (real terms), in national currency (LCU) billions. It is intended for real-growth analysis and provides GDP with its main expenditure components.

This dataset contains annual GDP by the expenditure approach at current prices, in national currency (LCU) billions. It provides GDP with its full current-price expenditure breakdown and derived aggregates.

This dataset contains annual GDP by the expenditure approach at constant prices (real terms), in national currency (LCU) billions. It is intended for real-growth analysis and provides GDP with its main expenditure components.

This dataset contains annual GDP by the expenditure approach at current prices, in USD billions. It is compiled independently from USD-denominated sources (not the LCU dataset divided by an exchange rate), and provides GDP with its full expenditure breakdown and derived aggregates.

This dataset contains annual GDP by the expenditure approach at constant prices (real terms), in USD billions. It is compiled independently from USD-denominated sources (not the LCU dataset divided by an exchange rate), and is best used for broad cross-country real comparisons.

This dataset contains the Producer Price Index (PPI) at monthly frequency with broad historical coverage, spanning ~99 countries. It includes the all items PPI in its original base, rebased to 2019=100, and its year-over-year change (YoY). It is a compilation of official sources (statistics offices, central banks, IMF, ECLAC).

Quarterly public debt composition compilation covering 97 countries. Metrics: Debt Securities (% of total), Loans (% of total), Short-term Debt (% of total), Long-term Debt (% of total), Domestic Currency Debt (% of total), Foreign Currency Debt (% of total), Domestic Holders (% of total), External Holders (% of total). Per-column dedup: each dimension independently picks best source. Sources: national > Eurostat > OECD PSD > WB QPSD > IMF GFS. Coverage: 1952-01 to present (7,758 records). Update frequency: Quarterly, full refresh each run. Entity: country

Annual public debt composition compilation covering 113 countries. Metrics: Debt Securities (% of total), Loans (% of total), Short-term Debt (% of total), Long-term Debt (% of total), Domestic Currency Debt (% of total), Foreign Currency Debt (% of total), Domestic Holders (% of total), External Holders (% of total). Per-column dedup: each dimension independently picks best source. Sources: national > Eurostat > OECD PSD > WB QPSD > IMF GFS. Coverage: 1952-01 to present (2,335 records). Update frequency: Annual, full refresh each run. Entity: country

Global compilation of quarterly GDP by production approach (LCU_CP). 62 countries.

Global compilation of quarterly GDP by production approach (LCU_KP). 65 countries.

Global compilation of annual GDP by production approach (LCU_CP). 213 countries.

Global compilation of annual GDP by production approach (LCU_KP). 71 countries.

Quarterly Balance of Payments global compilation for 174 countries. Priority: National > OECD > CEPALSTAT > IMF > World Bank. Variables: Current Account Balance, Goods Balance, Services Balance, Primary Income Balance, Secondary Income Balance, Capital Account Balance, Financial Account Balance, Net Errors and Omissions. Coverage: 1979-01-01 to 2026-01-01 (7537 records). Unit: USD millions.

Annual Balance of Payments global compilation for 177 countries. Annualized from quarterly (4-quarter rule) + annual backbone sources. Variables: Current Account Balance, Goods Balance, Services Balance, Primary Income Balance, Secondary Income Balance, Capital Account Balance, Financial Account Balance, Net Errors and Omissions. Coverage: 1972-01-01 to 2025-04-01 (1989 records). Unit: USD millions.

Monthly terms of trade index compilation for 56 countries. Variables: Terms of Trade Index, source. Coverage: 1960-01-01 to 2027-01-01 (15136 records). Update frequency: monthly. Entity: country Sources: ABS, BANREP, BANXICO, BCCR, BCN, BCP, BCR, BCRP, BCU, BOJ, BOK, BOT, BPS, BoI, CBSL, DGBAS, Eurostat, FRED/BLS, FUNCEX, GSS, HCP, INDEC, ONS, RBNZ, SARB, SCB, SNB, SORS, SSB, StatCan, TurkStats

Annual terms of trade index compilation for 243 countries. Variables: Terms of Trade Index, source. Coverage: 1960-01-01 to 2025-01-01 (7621 records). Update frequency: annual. Entity: country WB WDI backbone (207 countries) + national sources + UNCTAD + CEPALSTAT. Priority: National > Eurostat > Existing Alphacast > CEPALSTAT > UNCTAD > WB WDI.

Annual general government fiscal balance as percentage of GDP. Compiled from IMF WEO, OECD Government at a Glance, and Eurostat EDP. Coverage: 227 countries. Priority: OECD > Eurostat > IMF WEO. Entity: country Source: source column identifies data provider per row.

Monthly manufacturing trade compilation covering 83 countries. Values in USD millions. Source: UNIDO MMTD. Variables: Manufacturing Exports (USD millions), Manufacturing Imports (USD millions), Manufacturing Trade Balance (USD millions), Manufacturing Exports Share (%), Medium-High-Tech Manufacturing Exports, source. Coverage: 2000-01 to present (18,834 records). Update frequency: Monthly, full refresh each run. Entity: country

Annual manufacturing trade compilation covering 242 countries. Values in USD millions. Sources prioritized: UNIDO MMTD (annualized) > UNIDO MTD > OECD BTiGE > WTO > Comtrade SITC. Variables (21): Manufacturing Exports (USD millions), Manufacturing Imports (USD millions), Manufacturing Trade Balance (USD millions), Manufacturing Exports Share (%), High R&D Intensity Exports, Medium-High R&D Intensity Exports, Medium R&D Intensity Exports, Medium-Low R&D Intensity Exports, Low R&D Intensity Exports, Intermediate Goods Manufacturing Exports, Capital Goods Manufacturing Exports, Consumption Goods Manufacturing Exports, Chemicals Exports, Iron and Steel Exports, Machinery and Transport Equipment Exports, Automotive Exports, Textiles Exports, Clothing Exports, High-Tech Exports Share of Manufacturing Exports (%), Medium and High-Tech Exports Share (%), source. Coverage: 1980 to present (8,609 records). Update frequency: Annual, full refresh each run. Enrichment: BTiGE technology intensity + end-use, WTO sector breakdown, WB WDI tech shares. Entity: country

Annual bilateral merchandise trade (exports FOB, imports CIF) for 213 reporter countries x 241 trading partners, 1990-2024. Variables: Exports (USD millions, FOB), Imports (USD millions, CIF), Trade Balance (USD millions). Coverage: 1990 to present (~1.06M records). Update frequency: annual, typically with 6-12 month lag. Source: IMF International Merchandise Trade Statistics (IMTS, ex-DOTS) via SDMX. Entity: country (reporter), partner (trading partner) This is the annual backbone of the bilateral trade compilation.

Monthly bilateral merchandise trade preview (exports FOB, imports CIF) for 207 reporter countries x 235 trading partners. Variables: Exports (USD millions, FOB), Imports (USD millions, CIF), Trade Balance (USD millions). Coverage: rolling last 18-24 months (~730K records). Update frequency: monthly, typically with 2-3 month lag. Source: IMF International Merchandise Trade Statistics (IMTS, ex-DOTS) via SDMX. Entity: country (reporter), partner (trading partner) This is the monthly preview layer. Once a year completes, annual data replaces the monthly in the annual compilation.

Monthly REER CPI Index compilation covering 179 countries. Source-consistent dedup: National (RBI, BoK) > BIS > OECD MEI > ECB > Bruegel. Single column: REER CPI Index (CPI-based, trade-weighted). Variables: REER CPI Index, source. Coverage: 1970-01 to present (77,312 records). Update frequency: Monthly, full refresh each run. Entity: country

Annual REER CPI Index compilation covering 197 countries. Annualized from monthly (12-month average) + WB WDI backbone. Source-consistent dedup: National > BIS > OECD > ECB > Bruegel > WB WDI. Variables: REER CPI Index, source. Coverage: 1970-01 to present (7,681 records). Update frequency: Annual, full refresh each run. Entity: country

This dataset contains quarterly GDP by the expenditure approach at current prices, in USD billions. It is the current-price LCU series converted with the quarterly-average exchange rate (so every variable shares the same rate), and provides GDP with its main expenditure components and derived aggregates.

This dataset contains quarterly GDP by the expenditure approach at constant prices (real terms), in USD billions. It is the constant-price LCU series converted with the quarterly-average exchange rate, and is intended for real cross-country comparison.

Derived analytics for quarterly GDP by expenditure. Coverage: 115 countries (12,411 records). Metrics: Household Consumption Share (%), Government Consumption Share (%), Investment Rate (%), Trade Openness (%), Net Exports Share (%), GDP Real Growth YoY (%), Contribution - Consumption (pp), Contribution - Government (pp), Contribution - Investment (pp), Contribution - Net Exports (pp). Growth rates from constant prices (LCUKP). Shares from current prices (LCUCP). Contributions to growth are approximate for chain-linked countries (EU/OECD — components not additive in KP). Entity: country

Derived analytics for annual GDP by expenditure. Coverage: 219 countries (10,553 records). Metrics: Household Consumption Share (%), Government Consumption Share (%), Investment Rate (%), Trade Openness (%), Net Exports Share (%), GDP Real Growth YoY (%), Contribution - Consumption (pp), Contribution - Government (pp), Contribution - Investment (pp), Contribution - Net Exports (pp). Growth rates from constant prices (LCUKP). Shares from current prices (LCUCP). Contributions to growth are approximate for chain-linked countries (EU/OECD — components not additive in KP). Entity: country

Custom REER computed from Alphacast compiled data: FX nominal (48941), CPI headline (48201), bilateral trade (49176). Bilateral trade weights (avg 2017-2019). Base 2019=100. 181 countries, 85,063 rows. Coverage: 1957-01 to 2026-02. Variables: REER CPI Index, REER YoY %, REER Deviation vs MA-60m %, NEER Index. Entity: country Update frequency: Monthly.

Derived analytics for quarterly GDP supply/production.

Derived analytics for annual GDP supply/production.

Daily Real Effective Exchange Rate computed from Alphacast compilations: FX spot (41779), CPI headline (48201), bilateral trade (49176). Bilateral trade weights (avg 2017-2019), base 2019=100. CPI geometrically interpolated to daily. Entity: country.

Monthly REER valuation analytics: multi-horizon changes, z-scores, percentiles, NEER/REER decomposition. Source: Alphacast REER (49250).

GDP-weighted regional REER/NEER aggregates across 6 grouping systems. Source: REER Monitor (49308) + GDP (48209) + Metadata (41624).

This dataset contains a consolidated analytics layer at the country level (derived from the CPI compilation), at monthly frequency with broad historical coverage, spanning ~190 countries. Starting from the price index (headline and core, in 2019=100 base), it adds monitoring-ready metrics: year-over-year (YoY) and month-over-month (MoM) inflation, 3m/6m/5y and annualized changes, YoY breakdowns by Goods, Services, Food and Energy, and historical-context statistics (5/10/20-year z-scores and percentiles, moving averages and persistence).

This dataset contains GDP-weighted regional aggregates of inflation, at monthly frequency with broad historical coverage, spanning ~38 groupings (Alphacast regions, IMF groups and subgroups, World Bank regions and income groups, and supranationals such as Global, OECD, Euro Area and Emerging Markets). It includes the aggregate price index (2019=100 base) and the aggregate year-over-year change (YoY), breakdowns by Goods, Services, Food and Energy, and dispersion/coverage statistics (number of countries, % of GDP covered, percentiles, % of countries above thresholds, and % accelerating/decelerating).

Per-fund daily snapshot combining return, flow decomposition and risk statistics, computed by Alphacast from the daily NAV feed: day-over-day change in unit price (retornodiario), Patrimonio Neto, previous-day PN, the subscription / price-effect split (efectosuscripcion, efectoprecio), and rolling volatility plus Sharpe ratio (retornodiariostd, retornodiario__mean, sharpe). The raw building block beneath compounded indices such as Mutual Funds - Total Return Index - Per Fund (29917) and the multi-window performance summaries in Mutual Funds Tear Sheets - 1 Year Timeframe (39347). Sourced from yearly NAV shards such as Fondos Comunes de Inversion - 2026 (47423). > For an overview of how this dataset fits with the rest of the Argentine mutual fund ecosystem, see the architecture guide.

Monthly trade analytics: TB/GDP%, Openness/GDP%, Cover Ratio, Exports Share%. Derived from Trade Balance compilation (49018) and GDP (48209).

Monthly trade-balance analytics: multi-horizon % changes, z-scores, percentiles, % of GDP normalization, acceleration spread. Computed from compilation 49018 + GDP 48209.

Monthly commodity-trade analytics: HHI concentration, Top-1 share, Mineral Products / GDP, multi-horizon flows, z-scores. Computed from compilation 49386 + GDP 48209.

Monthly Terms of Trade analytics: multi-horizon % changes, z-scores, percentiles, cumulative 5y/10y, trend deviation, acceleration. Computed from compilation 49071.

Monthly manufacturing-trade analytics: multi-horizon % changes, z-scores, percentiles, % of GDP, Mfg-share-of-Total, acceleration. Computed from compilation 49170 + GDP 48209 + Total Trade 49018.

Annual partner-concentration analytics: HHI, Top-1/Top-3 partner shares, China/US/EU bloc shares, % of GDP, multi-year % changes, z-scores. Computed from compilation 49518 + GDP 48209.

Daily credit-spread indices for Argentine hard-dollar corporate bonds (USD-denominated, fixed-rate obligaciones negociables), measured as the z-spread over the US Treasury zero curve, in basis points. Four indices partition the market: General = Energía + Bancos + Otros. One row per business day per sector since Jan-2024 (Bancos since Jan-2025). Spread headlines — zmvtruebps (market-value weighted, the market reference), zmedbps (median; robust, and the headline for 2024 deep history), zissbps (equal-per-issuer). zchainidx (base 100) isolates pure spread moves, free of constituent changes. Analytics — total-return index (tridx), modified and spread duration (durmodyrs, sduryrs), DTS (dts_pct), spread volatility in bps/day (volchainbps), average dirty price, remaining life, bond/issuer counts, and risk-quality signals (distresspct, topbondpct/topissuer_pct, carriedpct, qualityflag). Method — monthly-rebalanced basket; one quotation line per bond (MEP priority); market-value caps of 40% per bond and 50% per issuer; 5/95 winsorization. Published history is frozen: dates older than ~2 months are final and never silently revised. Recomputed daily.

Argentina Corporate Credit Spreads — Index Constituents Daily constituents (holdings) of the Argentine corporate USD z-spread indices: one row per bond per day, for every bond that enters the index calculation, with the index weight, the quotation line used and the day's metrics. Companion to the index dataset (Argentina Corporate Credit Spreads). Key columns symbol — ticker of the quotation line actually used that day. Falls back to the ISIN (alphacast_id) for the ~1% of bonds without a match in the ticker master. linea — line used: D (MEP dollars) / O (pesos) / C (cable). weightgeneralpct / weightsectorpct — the bond's weight (%) in the General index and in its sector index. Market-value weighted with the index caps (40% per bond, 50% per issuer); each sums to 100% per index per day. Blank when the bond has no fresh price/market value that day (it still belongs to the index for the median and equal-issuer series). contribgeneralbps — the bond's contribution to the General market-value spread (zmvtrue); the daily sum equals zmvtrue. It uses the index's winsorized (5/95-clipped) spread, so for extreme-spread (distressed) names contrib is not weight × z_bps — the spread is capped at the 95th percentile, exactly as in the published headline. This is why a distressed bond's contribution looks smaller than its raw spread would imply. z_bps — the bond's raw z-spread, before winsorization. chgz1d_bps — daily change in the bond's z-spread (computed only between consecutive trading days for that bond). is_new — 1 if the bond entered at the current month's rebalance (was not a constituent the previous calendar month). irrpct, ttmyrs, dur_mod, sdur, price, mv, carried — the bond's day metrics: yield, remaining life (years), modified duration, spread duration, dirty price, market value, and whether the day's value is carried/stale (no fresh quote). Weights and contributions reproduce the published index exactly. Recomputed daily.

Annual trade by SITC section, LONG format: entities (country, section incl. Total); columns Exports/Imports/Trade Balance. Comtrade > UNCTAD. USD millions.

Monthly trade by HS section, LONG format: entities (country, section incl. Total); columns Exports/Imports/Trade Balance. Comtrade. USD millions.

Per-section annual analytics (LONG, entities country+section): Export/Import Share %, YoY (currentpricesy_yoy), RCA. From the SITC long compilation.

Per-section monthly analytics (LONG, entities country+section): Export/Import Share %, YoY (currentpricesyoy). From the HS long compilation.

Annual trade analytics (pipeline-suffix convention): Trade Balance/Exports/Imports - gdpyearly, Openness / GDP %, Cover Ratio, currentpricesyyoy. From 49019 + GDP 48209.

Annual central government fiscal balance, total revenue, total expenditure, interest payments and primary balance in % of GDP. Per-concept source priority: OECD Government at a Glance > Eurostat > IMF GFS > IMF Fiscal Monitor > IMF WEO; isprojection flags IMF projection years (General Government only). primarybalanceisderived flags primary = balance + interest derivations. One compilation per government level (see the sibling datasets for other levels). Entity: country.

Daily open, high, low and close levels for the S&P/BYMA Argentina General Sector Indices, expressed in ARS. The indices group constituents of the S&P/BYMA Argentina General Index by GICS sector. SPBYMAIG10 represents Energy; SPBYMAIG15, Materials; SPBYMAIG20, Industrials; SPBYMAIG25, Consumer Discretionary; SPBYMAIG30, Consumer Staples; SPBYMAIG40, Financials; SPBYMAIG50, Communication Services; SPBYMAIG55, Utilities; and SPBYMAIG60, Real Estate.

Harmonized global compilation of general/central government gross interest expense. Data Map.

Harmonized global compilation of general/central government gross interest expense. Data Map.

Monthly fiscal balance, total revenue, total expenditure, interest payments and primary balance in local currency millions, for all countries across every government level in a single dataset. The governmentlevel column (Central Government / General Government / Public Sector) records the perimeter each national source publishes; the three levels are almost a partition by country (no overlap), so each country appears once. Italy (published at both Central and General Government by Banca d'Italia) is kept at General Government. Unifies datasets 49078 / 51259 / 51258. primarybalanceisderived flags primary = balance + interest derivations. Entity: country (government_level as descriptive column).

Quarterly fiscal balance, total revenue, total expenditure, interest payments and primary balance in local currency millions, for all countries across every government level in a single dataset. The governmentlevel column (Central Government / General Government) records the perimeter kept for each country. 25 countries publish both perimeters (distinct values); the one with more coverage / fresher data is kept (tie -> General Government, the standard perimeter). Unifies datasets 51257 / 51260. Sources: national statistical offices, Eurostat gov10qggnfa, IMF QGFS, OECD QSA. primarybalanceisderived flags primary = balance + interest derivations. Entity: country (government_level as descriptive column).

Monthly reserve-adequacy ratios. Import Cover - Goods (months) = reserves x 12 / trailing-12m goods imports. Computed from the Total Reserves (48502) and Trade Balance (49018) datamap compilations. USD-based, ~146 countries.

Annual reserve-adequacy ratios: Reserves/M2 (%), Import Cover g&s (months), Reserves/Short-term Debt, ARA composite (%). IMF DataMapper + World Bank WDI. ~58-200 countries.

Maturity profile of outstanding corporate bonds for Argentine issuers, with principal falling due in successive windows out to beyond thirty-six months, denominated in US dollars and with local-currency instruments carried at face value. Compiled by Alphacast from Bolsas y Mercados Argentinos data. Amounts are aggregated in US dollars, so the profile is representative only for issuers whose market debt is predominantly dollar-denominated. The table is a snapshot rewritten in full on each update and does not accumulate history. Variables are the four maturity windows and the total they sum to, the local-currency leg at face value, the currency mix of each issuer's market debt, a flag marking when the dollar profile is representative, and two measures that set the next twelve months of maturities against the issuer's balance sheet: the wall expressed in years of operating earnings, and the share of it covered by cash.

Quarterly credit scores and financial ratios for Argentine non-financial corporates, expressed as a score from 0 to 100 with its corresponding decile, alongside leverage, coverage and liquidity ratios stated as multiples. Compiled by Alphacast from Comisión Nacional de Valores filings. The score is relative rather than absolute: each ratio is ranked as a percentile against the company's own peer group over a rolling four-year window before being weighted, so a given score places the company among comparable issuers at that point in time. Revenue and earnings levels are carried in the units of each filing, which the source does not declare, so they track a single company over time but are not comparable across companies; the ratios are unaffected. Variables fall into four groups: the score with its decile and the peer pool it was ranked against; the four ratios that feed it, covering leverage, interest coverage and two measures of liquidity; further balance-sheet ratios and trailing-twelve-month revenue and operating earnings kept as context; and a set of flags stating what each figure rests on, chiefly whether the score was built on two of the three components, whether financial cost is inflated by currency effects, and whether a ratio was deliberately left empty because its denominator was immaterial.

Comparison of market-implied credit risk against balance-sheet credit risk for Argentine corporate bond issuers, expressed as percentile ranks from 0 to 100 and the gap between them, which runs from -100 to +100 and is positive when the market prices more risk than the financial statements show. Compiled by Alphacast. Both ranks are computed within a peer pool that falls back from subsector to sector to the full universe depending on how many issuers are available, so the values are relative to that pool rather than absolute. The table is a snapshot rewritten in full on each update and does not accumulate history. Variables cover the market reading, given as the issuer's median spread over the sovereign curve and the modified duration of its bonds, and the balance-sheet reading carried over from the scorecard, chiefly the credit decile. Around them sit the two percentile ranks and their gap, the peer pool used and its size, a second gap recomputed as of the last filing date together with the drift since, and bond counts showing how many of the issuer's live instruments had a computable spread.

Bond-level detail behind the Argentina Corporate Credit Spreads indices: one row per bond per business day, for every bond in the index basket on that date. This is the granular source from which the published sector indices (zmvtrue, zmed, z_iss, etc.) are aggregated. Identification — alphacast_id (ISIN), issuer, sector (Energía / Bancos / Otros), linea (quotation line used: D = MEP dollars, O = pesos, C = cable). Per-bond metrics — z_bps (z-spread over the US Treasury zero curve, RAW — before the index's 5/95 winsorization, so a simple average does not reproduce the index), irrpct (yield), ttmdias (days to maturity), price (clean, PV of cash flows at the bond's yield), accrued (accrued interest), durmod / sdur (modified and spread duration), trpct (daily total return), carried (1 if the day's value is carried forward without a fresh quote). Method — fixed-rate USD corporates only; one quotation line per bond per day (MEP priority); a yield is valid up to 5 business days and then carried up to 10 more. Recomputed daily, Jan-2024 onward. Companion to the index dataset Argentina Corporate Credit Spreads.

Financial asset metadata, including issuance volume. It serves as a reference table for managing and enriching financial instrument information.

Daily bond-level relative-value measures for Argentina's national Treasury securities, with yield deviations in basis points and standardized deviations in standard-deviation units. Compiled by Alphacast. Leave-one-out residuals compare each bond with a curve fitted without it, using effective annual yields in decimals on an actual/365 basis at next-business-day settlement, effective payment dates and Macaulay duration; inflation-linked yields are real and dollar-linked yields are relative to the official exchange-rate adjustment. Standardization uses the preceding 60 trading-calendar dates with at least 30 valid observations, excluding the current date; price alerts qualify rather than automatically remove values, dollar-linked durations of three months or less are not evaluable, and historical values may be revised.

Daily local-law versus New York-law yield spreads and dirty-price ratios for comparable Argentine national Treasury bonds denominated in US dollars, with spreads in basis points and ratios in multiples. Compiled by Alphacast. Yields are effective annual rates in decimals on an actual/365 basis at next-business-day settlement using contractual payment dates, while dirty prices include accrued interest and are quoted in US dollars per 100 of original face value; the spread is local-law yield minus New York-law yield and the ratio is local-law price divided by New York-law price. Comparisons require matching contractual cash flows and coupon entitlements with fresh prices in the same currency, while standardized deviations use the preceding 60 trading-calendar dates with at least 30 valid observations, excluding the current date; historical values may be revised.

Daily duration-based inflation and currency-depreciation breakeven and forward rates for Argentina, expressed as effective annual rates and monthly equivalents in decimals. Compiled by Alphacast. Calculations compare nominal and indexed yield curves at matching Macaulay durations using underlying actual/365 yields at next-business-day settlement and effective payment dates; forward intervals and monthly equivalents use one-twelfth-year periods. These are synthetic yield-based approximations with approximate fixing windows, not forecasts for specific calendar months; values require common curve support, dollar-linked endpoints at positive durations of three months or less are withheld, and historical estimates may be revised.

Daily bond-level detail underlying the Renta Fija Soberana AR total return indices, covering Argentine sovereign fixed income instruments in Argentine pesos and US dollars. Compiled by Alphacast from Bolsas y Mercados Argentinos trading data. Portfolio weights are set on market value at the prior month-end close and held constant intramonth, coupon and redemption cashflows are reinvested pro rata across the bonds held that day, and internal rates of return are effective annual rates computed on an actual/365 day-count basis with next-business-day settlement.s day.

Daily total return indices for Argentine sovereign fixed income instruments, covering fixed-rate peso, inflation-linked, dollar-linked, floating-rate, and hard dollar bonds, with hard dollar split into local-law and New York-law series, plus companion series converted to US dollars or Argentine pesos using the reference exchange rate. Compiled by Alphacast from Bolsas y Mercados Argentinos trading data, base 100 on April 30, Each index reinvests coupon and redemption cashflows pro rata across the constituents held that day, with portfolio weights fixed at the prior month-end close and held constant intramonth, and reflects trading activity up to the previous business day.