There are datasets available for re-use, this presentation is part of our research skills series but includes useful links to social science and finance datasets available to you. Some can be obtained for a small fee, please let us know if we can help.
Information about the Basic Confidentialised Unit Record File (CURF), including the data item list, can be found in Microdata: Census of Population and Housing, 2016 (cat. no 2037.0.30.001).
The CURF includes:
To access the basic CURF, log into MicrodataDownload.
To use the basic CURF you will need to:comply with the conditions agreed to by you and your Responsible Officer. Your obligations as a microdata user, detailed in the Responsible Use of ABS Microdata Guide, include:
Provides statistics and research on both international and domestic tourism within Australia.
It provides research and analysis on the economic value of tourism to the economy. Data assists the government, tourism industry and other Australian businesses to make informed planning, marketing and investment decisions.
The Five Safes model or framework was developed by the UK Data Service to provide secure access to undertake research using sensitive data that would not usually be possible. The Australian Bureau of Statistics has employed this model of sensitive data provision to our researchers who access detailed microdata and Confidentialised Unit Record Files (CURFs) through DataLab, the ABS’ secure desktop environment. All QUT researchers wishing to use these datasets must undergo a half-day training session on the Five Safes model and sign an agreement.
The basic premise of the framework is that data access can be seen as a set of five ‘risk dimensions’: safe, projects, safe people, safe data, safe settings and safe outputs. Each of these dimensions provokes a question:
Is this use of the data appropriate?
Is the data to be used for an appropriate purpose?
Can the researchers be trusted to use it in an appropriate manner?
Is the researcher appropriately authorised to access and use the data?
Is there a disclosure risk in the data itself?
Has appropriate and sufficient protection been applied to the data?
Does the access facility limit unauthorised use?
Does the access environment prevent unauthorised use?
Are the statistical results non-disclosive?
Are the statistical results non-disclosive?
Fun tidbit: the Five Safes framework was original known as the VML Security Model but was changed to Five Safes after a Google New Zealand search for ‘felix Ritchie Five Safes’. Felix Ritchie like it so much, he changed the name!
On the topic of sensitive data, the recently updated National Statement on Ethical Conduct in Human Research (2007) – Updated 2018 “does not use the terms ‘identifiable’, ‘potentially identifiable’, ‘re-identifiable’, ‘non-identifiable’ or ‘de-identified’ as descriptive categories for data or information due to ambiguities in their meanings. Re-identification and de-identification are best understood as processes that change the character of information and are only used with this meaning.”
The Open Data Barometer – which measures how governments publish and use open data for accountability, innovation and social impact – has been released by the World Wide Web Foundation. It reveals that government interest in open data has decreased over the past five years – something that the CEO of the Open Data Institute, Jeni Tennison commented on this week:
"While the use of data for artificial intelligence and creating more ethical use of personal data are of growing importance, open data – from both the government and the private sector – is still crucial to the foundation of the data infrastructure that every sector of our societies rely on."
Australia is sitting at no. 3 in the Top 10 countries after Canada and the UK, ahead of France and Korea.
Eikon Datastream Data at-a-glance:
Possible Datastream Request Table Use-Case:
Setting Up Excel to Access & Retrieve Data.
Accessing the Datastream Add-In & Creating a Request Table
Click, 'Process Table' to execute the request or series of requests contained in the table.
Take note of training and resources from Refinitiv linked toward the lower portion of the database page here.
For additional guidance with the Datastream Excel add-in please refer to the interface reference guide linked below.
As always, contact your Business Liaison Librarian regarding access and other library related enquiries.
Refinitiv offers frequent webcasts on Eikon/Datastream/Thomson.One and how to retrieve data.
Time is Singapore Time which is 2 hours behind AEST (Brisbane Time)
Join Fitch Connect trainer, Huy Tran for training - building and customising data request vis the Fitch Excel Add-in and web platform.
Wednesday, 20 May 2020 1:30-2:30 PM
Fitch Connect provides a comprehensive credit analytics platform that provides access to proprietary ratings, research, financial data and analytics. Fitch provides data across the following areas:
|Asset-Backed Securities||Emerging Markets||Non-Bank Financial Institutions|
|Banks||Funds & Asset Managers||Public Finance: International|
|CLO & Structured Credit||Infrastructure & Project Finance||Public Finance: US|
|Commercial mortgage-backed security||Insurance||RMBS|
|Corporates||Leveraged Finance EMEA||Sovereigns|
|Covered Bonds||Leveraged Finance US||Structured Finance|
This week, open source & open access economic data via one of the many excellent CRAN packages available for R.
pedquant (Public Economic Data and QUANTitative analysis) as an add-on package to Rstudio this package provides an interface to access public economic and financial data for economic research and quantitative analysis.
Three functions within the package provide for basic quantitative analysis on time series market data and ensuing visualisations alongside a robust and efficient method for retrieving NBS economic indicators (see City/County index guide linked below).
If you thinking of sharpening your R skills or have some background with Stata you will find some excellent guides via Github from Francis Smart and as a primer from Oscar Torres-Reyna, Further to these guides a complete package to save you the time and effort having to translate all of your Stata work by importing it directly into R - more on this here.
R is both a programming language and a software environment for statistical computing and research, and offers researchers reproducible, robust data analytics and information processing capabilities. It includes a wide array of add-in packages for retrieving public economic data as well as presenting and visualising plots as interactive web applications.
In this edition of Adlib we have included guidance on retrieving datasets from your laptop via RStudio with a view to showcasing other available open datasets in coming newsletters.
All WRDS data is stored in a PostgreSQL database, and is available through R via the native R Postgres driver package. There are three steps two setting up your PC to query and ingest data.
1. Download and edit the linked configuration file in Notepad or similar. Replace the placeholder text with your WRDS Username and Password.
2. Install the relevant R package to connect to WRDS (copy & paste snippet below)
3. Download, edit & run this R script linked here to authenticate your laptop against the WRDS database.
These datasets have recently been released to TableBuilder and MicrodataDownload:
Labour Force TableBuilder data series: Barriers and Incentives to Labour Force Participation, Retirement and Retirement Intentions, 2018-19
Aboriginal and Torres Strait Islander peoples TableBuilder data series: National Aboriginal and Torres Strait Islander Health, 2018-19
Basic Microdata in MicrodataDownload: Disability, Ageing and Carers, 2018
Log into TableBuilder and MicrodataDownload to access these datasets. If you do not already have access and would like to purchase a data series subscription, see How to apply.
Contact email@example.com with any enquiries.
Fitch Connect & Bank Fundamentals At a Glance:
Facilities for Data Access:
First Steps with Fitch Excel Add-In:
Structured Ad-hoc Analysis & Data Retrieval - Fitch Templates
For single entity financials and analysis start with one of the pre-built excel templates from the template library (see below)
Fitch templates are provided in the form of macro-enabled spreadsheets and require a user to save the spreadsheet before re-opening, editing and updating data fields.
Build Your Own - Using Excel to Retrieve Data
Fitch Connect provides all data based on a single Excel formula which functions as a basic building block from which to construct all queries.
The function relies upon a bare minimum of three parameters as arguments within the function to specify the entity, the data type & year for which the data is reported.
|Fitch Prefix||Entity Identifier||Data Point ID & Currency||Year|
|=FC.ED||FitchID!<ID>||<Data Field Name >!AUD||2020|
The embedded Entity lookup in the Excel ribbon can be used to cross reference identifiers along with the Field Lookup for obtaining the Fitch data point ID (inset below)
The Field Lookup for data points available under the Fitch Bank Fundamentals are located under 'Bank Financials'.
For more guidance please see the linked guide below, excel spreadsheet for bulk data download alongside support provided by Fitch via the Library Business team.
Three datasets have recently been released to TableBuilder:
Labour Force data series: Jobs in Australia, 2011-12 to 2016-17
Labour Force data series: Labour Force Status and Other Characteristics of Families, 2009, 2014 and 2019
Work-Related Injuries data series: Work-Related Injuries, 2017-18
Log into TableBuilder to access these datasets. If you do not already have access and would like to purchase a data series subscription
Further to the Adlib news item last week on retrieving data points from our Fitch Bank Fundamentals (see,"Up & Running with Fitch Bank Fundamentals") this week a highlight of country, market and industry reports available from Fitch Connect. One can target searches from within Fitch Connect based on research type, entity and general descriptors (see inset below). Much of the research on offer provides instrument-level analysis such as Fitch webinars embedded below on current issues effecting bonds from both the buy and sell side.
Philip Brown Prize - Call For Papers
RoZetta Institute are seeking submissions for the 2019 Philip Brown Prize.
RoZetta Institute proudly sponsors the Philip Brown Prize to acknowledge the significant contributions of Philip Brown in the establishment of RoZetta Institute's predecessor SIRCA, and the work he did in developing databases used for finance and accounting research.
The Philip Brown Prize award recognises the best-published paper in an A* journal in the previous calendar year using SIRCA data and is awarded through recommendation from prestigious academics in Australia.
This year the winner of the Philip Brown Prize for 2019 will be announced in July, 2020 at the Accounting & Finance Association of Australia & New Zealand (AFAANZ) virtual conference.
The use of authorised SIRCA data must be cited within the paper. To submit an application, email a full PDF version of the paper to firstname.lastname@example.org by 19/06/2020.
Did you know you can access archived market data as part of your Financial Times account. FT offers data from its archive of indices for the last five years. Spot rates for world currencies are listed against the Pound, Dollar, Euro and Yen with underlying data derived from WM Reuters Spot Rates and Morningstar data. Full page pdf downloads for Fixed Income,Commodities & Interest rates can be retrieved for specific date ranges using the category / date filter. For quick access to the data archive keep this url handy - https://markets.ft.com/data/archive.
In light of upcoming Software Carpentry training (July through August) and all things data analysis (read:R and Python) here is a quick piece on open source alternatives for rapidly mapping fields of research via outputs, authors and publications.
Bibliometrix provides additional descriptive statistics and visualisations to aid mapping emerging research trends at author, publication & discipline level. In addition to co-citation analysis Bibliometrix also provides qualitative data visualisation tools see here for an example of a keywords correspondence analysis of research topics in applied econometrics (2015 - 2019).
On Tuesday Fitch issued an overview of ratings movement for financial institutions globally as part of their Covid-19 coverage. A seven page report from five regional banking analysts provides context for recent ratings decisions alongside a monthly timeline for recent ratings movements. To access Fitch ratings wire alongside select and event driven research please request access here.
Wednesday last, Eriko Kamatsu (Refinitiv) provided a live online Q&A online session demonstrating longitudinal financial data retrieval from both Eikon web platform and the Datastream Excel Add-In.
Please find serialised below a recording of the session begriming with a live demonstration of retrieving yield and price data for fixed income securities. Due to the length of the Q&A session we will release additional segments over the next 2 editions of AdLib in the interests of sharing insights from the session alongside providing readers an idea of the format of these Q&A sessions.
(please note you will need to be signed into QUT Office 365 to view the video stream below)
Code Ocean allows for the sharing of quantitative research in the form of code,data and computational environment for research where there are no negative constraints due to funder, requirements, ethics / IRB, copyright, or other compliance requirements.
While attributes of the data, such as disclosure risk, sensitivity, or size, may limit sharing, there are many options for granting partial and restricted access to the data and associated materials between researchers, and reviewers.
A brief overview of the service is as follows:
While the free version of the service provides a scaled-back feature-set, a subscription provides additional features such as the minting of DOI for code alongside additional computational resources.
See more detail here on creating containerised quantitive analysis.
WEBINAR | July 16 | 17:00 AEST | 12:30 IST | 15:00 SGT Deployment of Machine Learning pipeline with SageMaker and Step Functions (AWS)
In this webinar we will demonstrate how to create a Machine Learning pipeline that includes training and deployment of the Machine Learning model using Python code, and how to make this process repeatable.
WEBINAR | July 29 | 17:00 AEST | 12:30 IST | 15:00 SGT Quickly Build Zero Curves and Volatility Surfaces from Market Data
Join this webinar to see how to generate a wide variety of analytics using our new Instrument Pricing and Analytics API. We will cover zero-coupon curve building, volatility surface generation, as well as instrument-level analytics. Finally we’ll show how the API can integrated in workflows.
WEBINAR | August 11 | 17:00 AEST | 12:30 IST | 15:00 SGT Quickly and Easily Retrieve Data Using Python & Notebooks
Join the exclusive webinar focused on CodeBook - our new cloud-hosted scripting environment. We will cover several samples showing how you can use Python to accomplish following
Register now for this webinar on Tuesday, 28th July 2020 at 12:30 Brisbane AEST for a presentation on the following topics:
You will also have the chance to participate in a live Q&A session where you can pose any questions you may have.
Part of the joint CEPR and Graduate Insitute of Geneva series of online seminars, based on a selection of papers published in Covid Economics – Vetted and Real-Time Papers, Christopher Pissarides, Regius Professor of Economics at the London School of Economics and Nobel Laureate presents the paper "Modelling Contacts and Transitions in the SIR Epidemics Model"
Part of the joint CEPR and Graduate Insitute of Geneva series of online seminars, based on a selection of papers published in Covid Economics – Vetted and Real-Time Papers, Anton Korinek, Associate Professor of Business Administration, University of Virginia and CEPR presents the paper “COVID-19 Infection Externalities: Pursuing Herd Immunity or Containment?”.
What does the event involve?
You'll compete in a team under the mentorship of an economist to develop a very brief, specific and actionable policy proposal that relates to improving the health of the Australian economy in response to the COVID-19 pandemic. This event is all about encouraging innovative ideas.
When is the event?
One-hour introductory Zoom call to meet your team mates and mentor, brainstorm and chat about your proposal, on 27 July, 6-7pm.
One-hour Zoom call with your mentor sometime between 27 July and 7 August, to be scheduled at a time agreed with your team and mentor.
One-hour Zoom call on 10 August, 6-7pm, to present your idea.
Who is it for?
We’re targeting young professionals (including economists and anyone with an interest in economic policy, not necessarily with an economic background) and students.
• Research-focused, competency-based, curated, online resources are accessible through webinars and videos.
• A range of analytical tools enable you to quickly answer the most critical questions with your data.
• Step-by-step instruction guides you on how to access and manipulate WRDS data using multiple programming languages.
• Programming with WRDS Data is supported with our series of step-by-step guides for the more popular languages.
• Research Applications improve efficiency and quality of empirical research, WRDS replicated widely-cited papers that represent various areas of research.
• Find the Right Data you need in WRDS Data by Concept.
Read a market-focused anaysis of global Coronavirus rescue financing schemes with a focus on Environmental, Social and Governance (ESG) objectives.
A recent analyst report focusing upon RMBS,CMBS & CLO global markets ratings movements.
Please see Fitch's Index to all recent pandemic-era research and analysis
Please note: access requires initial login to Fitch Connect.
Looking for a quick method to aggregate and download macroeconomic indicators?
The Datastream Excel Add-In available through the Eikon database provides search and filter facilities to aid the process of identifying comparable economic series:
Historical macro content is available from the International Monetary Fund (IMF), World Bank and Organisation for Economic Co-operation and Development (OECD). Historical micro content is available from a number of well established industry sources. Forecast and poll series are supplied by leading authorities. The Economist, EIU, Oxford Economics, Intelligence Unit, Consensus Economics, World Bank and OECD.
Each data point is accompanied by a thorough profile with detailed information about the frequency, range & provenance of the source.
The ReplicationWiki currently offers a database of 4,484 studies from the social sciences for which empirical methods were used. It lists which of the studies have data and code available online. In cases where replications are known they are classified by their type and results.
The topic of replication has become more and more prominent in the scholarly discourse in recent years. Yet, much needs to be done to make the availability of code and data more mainstream.
by Jan H. Höffler - Continued at the RePEc Blog
There are numerous reasons to investigate open source alternatives to proprietary software like Matlab, SPSS, SAS & Stata - the major barrier typically being the difficulty with importing the native formats that each of these proprietary software packages use to store data.
If you are looking into investigating the brave new world of machine learning and the various applications of this to prediction, classification and categorization - ancillary R packages such as foreign and haven can take the pinch out of wrangling datasets resident in other proprietary software (the many listed above) freeing you up to tinker with hyper-parameters rather than purging problematic datapoints.
No doubt Stata will always be the go-to tool for regression as this is its bread and butter nevertheless R also provides easy access to a whole range of public economic data from which to draw from when testing out various ML alternatives including these packages: pedquant, pdfetch, priceR, getSymbols -- packages to run Stata code from within R & many more.
Lastly, your four-line vignette to getting started in R (below) for a quick chart rendition of two 10 Year US Treasury securities - with more on your first steps in machine learning with CARET in next week's Adlib - stay tuned...
install.packages("pdfetch") require(pdfetch) USFRED_Data_Example <- pdfetch_FRED(c("THREEFY10", "THREEFYTP10")) plot(treasury) ### For the intrepid: please see the ebook below for more detail on using R for more conventional quant. economics through R -- available through the Springerlink database via the QUT Library.
Fitch is hosting a webinar on China and Indonesia’s Mining Outlook & Implications for Australia on Tuesday 8th of September 11am (AEST)
Talking points will be:
Let your librarian know if you are interested & we'll arrange an invitation
Hosting introductory webinars for our Gateway platform.
Accounting: Tuesday 1 September at 2pm (AEST)
Finance: Wednesday 2 September at 2pm (AEST)
If you would like to register for one of the events please email: email@example.com.
( For access or orientation to the Rozetta (SIRCA) Gateway please contact your liaison librarian at firstname.lastname@example.org )
Some quality insights from Real Vision TV (part of the Reuters Insider suite of video content).
Plenty of Datastream Charts, market experts, and trade ideas. In News Monitor input short code is REALV
REALV is also accessible from the COVID-19 app (short code: MACROVIT ) under [Refinitiv Insights] tab > VIDEO
Earning Seasons app (short code: EARN )
As you may already know Aussie stocks annual earnings have mostly reported. In this view as screenshot below it can get bigger picture such as % of reported, % of beating earnings/revenues estimates by sector, and underlying company details by clicking each sector hyperlinks. Please utilise EARN app handy at each earning seasons approaches, for tracking the progress and get big picture of company earnings.
Below is the link for checking upcoming scheduled live eTrainings in Sep. Please click each topic name for registration links.
Varieties of course available include ESG and API. Please note the session times appear in Singapore time.
Did you know Datastream provides pre-assembled formulas for calculating common finance indicators?
In this week's Adlib we will look at the facilities in Datastream to retrieve and crunch data to calculate the Equity Risk Premium:
There are 4 Datastream global expressions available to measure the risk premium. They use what is termed the GRFL# function, which calculates the annualised rate of growth.
For Quick Reference the Datastream formula references and Formulas are as follows:
180E "RISK PREMIUM UK MEASURE"
181E "RISK PREMIUM US MEASURE"
182E "RISK PREMIUM JAPAN MEASURE"
183E "RISK PREMIUM GERMAN MEASURE"
A similiar metric may be retrieved from Eikon Excel. You can easily find this datatype by typing the following mnemonic into the Eikon search box: TR.WACCERP on Formula Builder. You can refer to the Datastream spreadsheet to see how it gets calculated by referring to the Excel Template titled – “WACC: Data Items and Formulas”.
Hacky Hour is a regular online meet-up where researchers can collaborate, converse and get research help.
Experts are on hand online to advise on problems related to coding, data analytics, digital tools or open research, with knowledgeable folk from QUT Library, the Digital Observatory and the Office of eResearch.
Hacky Hour meets next week September 10 and every Thursday 2-3pm for a virtual meet up via Zoom.
Schedule and registration here.
Bring your questions on:
• Data wrangling
• Programming with R, Python, SQL
• Building and interacting with databases
• Data management planning and storage
• Machine learning
• Web APIs and web/social media data collection
• Version control with Git
• Open Scholarship and Open Research
• Research data publishing
Join Cedric Chehab (Global Head of Country Risk) & Yoel Sano (Head of Global Political Risk) on Wednesday, 23rd September 2020 at 16:30 Brisbane for this webinar, where we will discuss the following topics:
You will also have the chance to participate in a live Q&A session where you can pose any questions you may have.
The webinar is free of charge and without obligation, register now to secure your place.
The NSW Women in Economics Network (WEN) presents Shannon Cotter, Infrastructure Advisory Leader (Australia and New Zealand) at EY.
With COVID-19 driving economic downturn in Australia and globally, the role for fiscal support, including infrastructure investment, will be critical in promoting recovery. There are several things governments can focus on to accelerate investment and strengthen the role infrastructure can play in bolstering growth- across project selection; accelerating the development process; mobilising for success and streamlining construction. In this session, we discuss some key insights for Australia, including through domestic and international case studies
Event Dates: 16-Sep-2020 @ 04:00 PM
Registration: Please see booking details on the ESA Page here.
The fourth edition of Why R? Conference (2020.whyr.pl) is starting in 1 week! It is scheduled for September 24-27 2020 and happens remotely. Some pre-events, like Text Mining Hackathon start on 23rd (and lasts till the end of 24th).
Please note localised times for workshops start at 5:00pm on the 25th of September and run to late eve on the 25th.
Full event details via the relevant links below:
For the intrepid - more R & Economics (Read: econometrics) try the open access version of Using R for Introductory Econometrics by Florian Hiess.
From Monday, 21 September, the Australian Bureau of Statistics has a new website.
There is also some information for data users, web scrapers and developers here.
ESG Content added:
New report view provide you a useful tool to create an ESG company profile that includes company’s overall ESG profile, performance drivers, relative along with customizable commentaries.
Not sure where to start with data retrieval via the DFO excel add-in or perhaps wondering what is available in terms of static and time-series data? The Eikon Excel add-in provides an in-build facility that provides a searchable library of available financial data and market indicators that aids in the construction of complex excel data queries.
Below is a 3 step quick-start guide to designing and retrieving queries from within Excel using the Datastream Formula Builder:
(click the above image for a closer view of the Formula Builder)
(click the above image for a closer view of the data retrieval options)
----- Just for your interest -------
Reuters Graphics sourced from Refinitiv Datastream.
2020 asset performance http://tmsnrt.rs/2yaDPgn
World FX rates in 2020 http://tmsnrt.rs/2egbfVh
Sustainable Governance Indicators (SGI) are now available on Datastream Economics.
Over 17,000 time series covering the Sustainable Governance Indicators (SGI) are now available on Datastream Economics. The dataset covers a cross-national comparative survey which explores how governments target sustainable development through effective policymaking. The data are built on three pillars such as policy performance, democracy and governance, driven by evidence-based analyses. The dataset contains 200 indicators for 41 countries and 3 country groups, detailing country rank and score of sustainable governance, combining qualitative expert ratings with quantitative data. The series are annual with history generally from 2015.
Please see https://www.sgi-network.org/2020/ for more information.
The series are available in the following location of Datastream Navigator, Economics Explorer:
Economics » International Business & Governance Indicators » Sustainable Governance Indicators
New: Active Data Management with CloudStor
For enquiries, contact the Office for Scholarly Communication at: email@example.com
Refinitiv Academy (scheduled live eTrainings) : December schedule is now published
Varieties of topics are available. Please feel free to register and join.
If you find any difficulties to access, please let me know.
If you require personal/closed group sessions, please let me know.
The Bulk Downloading feature has been modified, now allowing for a larger bulk download file, from 2.5GB to 5GB of compressed data files, which is roughly the equivalent of 30GB of data depending on the dataset.
We hope this platform enhancement helps our users, making it easier to access the data required for their research.
As always, we are open to suggestions and feedback from all users. If you have any request or feedback, please feel free to email us at firstname.lastname@example.org.
New Expert Report report type – ‘GN performance securities’
‘GN performance securities’ has been added to the list of report types in the Expert Report module and relates to the issue of performance securities. This was introduced in August 2020 in response to the revision of ASX Guidance Note 19 dated 28/08/2020 that includes a new requirement, in certain circumstances, for companies to commission Independent Expert Reports (IERs) when issuing performance securities.
To provide some background information about various aspects about the ASX, Australian financial market, listed entities and company announcements, Connect 4 created its first ‘Quick Guide’ and will produce more over time. They will be found in the ‘Help’ section of the relevant modules.
The first Quick Guide was the ‘Quick guide to end of financial year reporting / annual reports’ and is an excellent example. It was produced to help explain when certain documents become available, a summary of ASX & ASIC requirements and market practices of lodging these with the ASX.
ASIC / ASX – extension of Extended Reporting and Lodging Deadlines
As part of COVID-19 relief measures to listed entities, ASIC and ASX have granted extensions in reporting and lodging (including annual reports) for listed entities whose balance dates fall between 21/02/2020 and 07/07/2020 to now include balance dates up to 07/01/2021 (https://www.legislation.gov.au/Details/F2020C01100). The ASX is to release a new class waiver to cover this extension but as of 20/12/2021, it is still not on the ASX website. Listed entities are required to notify the market that they are using this relief.
For example, under this relief, listed entities will have up to 5 months from their balance dates to lodge annual reports. If taken up, this will delay when annual reports become available to the market. Financial market information users will need to take this into account.
Updated Thomson Reuters End User License Terms and Conditions
Thomson Reuters End User License Terms and Conditions have recently been updated and can be found at the ‘Terms & Conditions of Use’ link at the bottom of the webpage. Note: these are end user Ts & Cs and are not subscription Ts & Cs.
Connect 4 Training
Please contact your liaison librarians. Training will be conducted via Microsoft Teams or Webex.
Quick random indicators of market activity throughout 2020 vs 2019
2020 has seen a high level of market activity and this has continued into the second half of 2020. Below are some random indicators for 2020 (up to 18/12/2020) compared against all of 2019. These are sourced from Connect 4 New Issues and Takeovers & Mergers modules.
New on Wharton WRDS - the WRDS Cloud available to all WRDS users who have an individual WRDS account. RStudio and Jupyter Notebooks via Jupyter Hub. For large datasets, this is a dramatic performance improvement over a client-server submit approach. The WRDS Cloud is hosted on a high-performance computing (HPC) cluster designed for high-throughput, big data research computing, allowing you to write and execute research programs that run over a span of hours or days. Please note upon accessing either RStudio or Jupyter after authenticaating with WRDS you will need to supply your WRDS login credentials in order to access either tool.
Quick start to accessing WRDS in Jupyter Notebooks
(click to see screenshot at full resolution):
see inset image for steps in situ
1. Import the WRDS module and initiate a new connection with the WRDS database.
2. Upon initiating the connection an interactive prompt will be supplied name the connection according to your preference using the method: wrds.Connection()
3. use the 'raw_sql' database method from the WRDS module to retrieve the corresponding table and variable identifiers to retrieve the particular dataset (in this example the Dow Jones Averages & Total Return Indexes) DJ_Data = db.raw_sql('select date,dji from djones.djdaily'). To locate the relevant table and variable column names to construct a SQL query simply navigate to the product dataset page within WRDS where you will find both reference information in proximity to the web based retrieval form (see here for a sample reference table for CRSP). Often the official product manual provided as a pdf on the dataset page with also provide a schema displaying cross references for variables across different libraries and tables contained in the dataset.
As always please contact the Business Liaison Team for assistance with QUT Library financial data.
• Data on 79,000+ public and private companies, from all countries and sectors
• Project-level data (14,000+) including mines, pipelines, factories, etc.
• Unique perspective on company performance and risk exposure – based on media, stakeholders, and third-party sources in 15 languages
• Coverage from 2007
• Investment analysis and portfolio screening of companies related to ESG and reputational risks
• Credit risk analysis, as well as due diligence and compliance review of companies related to Know-Your-customer and lending procedures
• Sector- and country-level research related to ESG and reputational risks
• Supply chain analysis and supplier screening and monitoring related to ESG and reputational risks
• Benchmarking of companies on CSR and sustainability-related issues and risks
• Analysis and monitoring of NGO activities
• Research and ESG on reputational issues and trends
USERS of RepRisk
• Global commercial and investment banks
• Insurance providers and export credit agencies
• Asset managers
• Asset owners, including pension funds, sovereign state funds, and central banks
• Multinational corporations
• Sustainability index providers and initiatives (e.g. DJSI, CDP, SASB, UNPR)
• Academic researchers
• Consultants and advisors
The Business Library team has developed a subject guide that will help guide students in financial planning to the best legal and business resources to support their studies.
The guide provides key books, journals and online resources on the key areas within the financial planning discipline.
Click here to explore our Financial Planning guide, and feel free to share it with your students via Blackboard. If you have any comments or suggestions about the content, please get in touch with the Business Library team.
In case you missed last week's AdLib, our team has also recently launched our Indigenous Business subject guide. Please explore and send us your feedback.
QUT OneDrive is now sanctioned as a suitable option for research data storage*.
Previously, QUT OneDrive was not recommended for research data storage as it was unclear if it met data sovereignty requirements i.e. data is retained in servers onshore here in Australia. This has been confirmed as being the case (servers are located in Sydney) and is the reason for the change in recommendation.
QUT staff and HDR students have access to QUT OneDrive, however there are limitations to using the platform for research data storage (as opposed to general/personal file storage):
The QUT digital data storage options table has been updated on both the staff and student gateways:
Clicking on ‘QUT OneDrive’ either in the table or in the list below it will take users to pages about file storage and sharing (staff) and OneDrive (students). Responsibility for maintaining these webpages belong to DBS and they will soon be updated to reflect QUT OneDrive’s research data storage capability.
It should be noted that if QUT OneDrive is sanctioned for research data storage, this also means the other applications in the Office365 suite are also sanctioned, however, we don’t recommend research data be stored in those applications. As an example, if an interview is conducted using Microsoft Teams, the recording will save in Microsoft Stream. We recommend moving the recording (master copy) to the RDSS for safe storage.
Coronavirus News Sentiment Data.
The Ravenpack Coronavirus Media Monitor is a live and interactive website that tracks the latest info on the novel Coronavirus by analysing news sources across the globe to identify key trends and patterns emerging from the news media. A series of indexes track the levels of media coverage by country and highlight some of the most important themes including the levels of panic, media hype, and fake news. Data on the website is sourced from RavenPack and other news sources and updated hourly while news is displayed in real-time. This data is provided for open use on the internet, however, is a derived dataset developed using proprietary methodology - please note this is not a library subscription database.
The full web visualisation is available at: https://coronavirus.ravenpack.com/ with direct download link below, dataset overview, research outputs to date and methodology document.
Historical (updated daily to include the latest data from the past day):
This .zip file contains three .csv files for our historical data from Jan 2020 to date:
This file contains one row of data per country per day and includes the historical Covid-19 cases and RavenPack indicator data.
The Trending Topics data shows the main themes mentioned together with Coronavirus keywords in the media. Each ratio is the % value of all news stories about the Coronavirus and each topic compared to the total of all news stories about Coronavirus.
This contains the data for entities being mentioned in the news with Coronavirus keywords.
Except where otherwise noted, content on this site is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 3.0 Australia License.
QUT acknowledges the Traditional Owners of the lands where QUT now stands.