diff --git a/factor-investing/dados_acoes/AALR3.csv b/factor-investing/dados_acoes/AALR3.csv deleted file mode 100644 index 4481366..0000000 --- a/factor-investing/dados_acoes/AALR3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,AALR3.SA,AALR3.SA,AALR3.SA,AALR3.SA,AALR3.SA -Date,,,,, -2024-04-11,10.069999694824219,10.109999656677246,9.770000457763672,9.949999809265137,126300 -2024-04-12,9.779999732971191,10.180000305175781,9.229999542236328,10.069999694824219,245000 -2024-04-15,8.770000457763672,9.8100004196167,8.770000457763672,9.779999732971191,489300 -2024-04-16,8.90999984741211,9.050000190734863,8.289999961853027,8.90999984741211,412000 -2024-04-17,10.0,10.170000076293945,8.640000343322754,9.029999732971191,220800 -2024-04-18,9.989999771118164,10.9399995803833,9.640000343322754,10.020000457763672,184800 -2024-04-19,10.029999732971191,10.600000381469727,9.609999656677246,9.970000267028809,130200 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--- a/factor-investing/dados_acoes/AERI3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,AERI3.SA,AERI3.SA,AERI3.SA,AERI3.SA,AERI3.SA -Date,,,,, -2024-04-11,12.399999618530273,12.399999618530273,12.0,12.0,72620 -2024-04-12,11.800000190734863,12.399999618530273,11.600000381469727,12.399999618530273,165190 -2024-04-15,11.600000381469727,12.0,11.399999618530273,12.0,88260 -2024-04-16,11.199999809265137,11.800000190734863,11.199999809265137,11.800000190734863,126775 -2024-04-17,11.399999618530273,11.600000381469727,11.199999809265137,11.199999809265137,71270 -2024-04-18,11.0,11.399999618530273,11.0,11.199999809265137,88735 -2024-04-19,11.399999618530273,11.399999618530273,11.0,11.0,45610 -2024-04-22,11.399999618530273,12.0,11.199999809265137,11.399999618530273,147440 -2024-04-23,11.399999618530273,11.600000381469727,11.199999809265137,11.600000381469727,76830 -2024-04-24,11.199999809265137,11.399999618530273,11.199999809265137,11.399999618530273,65875 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a/factor-investing/dados_acoes/ASAI3.csv b/factor-investing/dados_acoes/ASAI3.csv deleted file mode 100644 index 262a8f5..0000000 --- a/factor-investing/dados_acoes/ASAI3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,ASAI3.SA,ASAI3.SA,ASAI3.SA,ASAI3.SA,ASAI3.SA -Date,,,,, -2024-04-11,13.948981285095215,14.047351533107781,13.830936424597839,13.948981285095215,5563300 -2024-04-12,13.752238273620605,14.037514512568334,13.712889988616972,13.81126117019461,8459200 -2024-04-15,13.506311416625977,13.752238435324662,13.37843019246333,13.693216476193768,16579900 -2024-04-16,12.78820514678955,13.299733802966959,12.739019554751394,13.280059190896841,17806100 -2024-04-17,12.63081169128418,12.916086992305646,12.502929530393576,12.896412380720731,11080000 -2024-04-18,12.965272903442383,13.073480455421377,12.630812003332771,12.630812003332771,15954900 -2024-04-19,13.16201400756836,13.407941023543543,12.965272582415635,12.994783561654264,12837800 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--git a/factor-investing/dados_acoes/AZEV3.csv b/factor-investing/dados_acoes/AZEV3.csv deleted file mode 100644 index 7a8f6dc..0000000 --- a/factor-investing/dados_acoes/AZEV3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,AZEV3.SA,AZEV3.SA,AZEV3.SA,AZEV3.SA,AZEV3.SA -Date,,,,, -2024-04-11,1.7699999809265137,1.8600000143051147,1.6200000047683716,1.7000000476837158,1543500 -2024-04-12,1.690000057220459,1.8600000143051147,1.6699999570846558,1.7999999523162842,1070900 -2024-04-15,1.559999942779541,1.7400000095367432,1.5099999904632568,1.7000000476837158,1159500 -2024-04-16,1.6100000143051147,1.690000057220459,1.5199999809265137,1.5700000524520874,569200 -2024-04-17,1.4900000095367432,1.6799999475479126,1.4900000095367432,1.6200000047683716,755800 -2024-04-18,1.4500000476837158,1.559999942779541,1.4500000476837158,1.5299999713897705,427600 -2024-04-19,1.4700000286102295,1.5299999713897705,1.4500000476837158,1.4800000190734863,287500 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a/factor-investing/dados_acoes/AZEV4.csv b/factor-investing/dados_acoes/AZEV4.csv deleted file mode 100644 index ba3ee52..0000000 --- a/factor-investing/dados_acoes/AZEV4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,AZEV4.SA,AZEV4.SA,AZEV4.SA,AZEV4.SA,AZEV4.SA -Date,,,,, -2024-04-11,1.7799999713897705,1.840000033378601,1.5499999523162842,1.649999976158142,11711300 -2024-04-12,1.6799999475479126,1.8600000143051147,1.649999976158142,1.809999942779541,7800000 -2024-04-15,1.5499999523162842,1.7400000095367432,1.4199999570846558,1.690000057220459,9573200 -2024-04-16,1.600000023841858,1.659999966621399,1.4700000286102295,1.5099999904632568,5104400 -2024-04-17,1.4500000476837158,1.690000057220459,1.4500000476837158,1.6100000143051147,4983200 -2024-04-18,1.440000057220459,1.5199999809265137,1.409999966621399,1.4600000381469727,2543400 -2024-04-19,1.409999966621399,1.5,1.399999976158142,1.440000057220459,2514000 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--git a/factor-investing/dados_acoes/BDLL4.csv b/factor-investing/dados_acoes/BDLL4.csv deleted file mode 100644 index a13f769..0000000 --- a/factor-investing/dados_acoes/BDLL4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,BDLL4.SA,BDLL4.SA,BDLL4.SA,BDLL4.SA,BDLL4.SA -Date,,,,, -2024-04-11,9.630000114440918,9.630000114440918,9.630000114440918,9.630000114440918,0 -2024-04-12,9.770000457763672,9.770000457763672,9.109999656677246,9.770000457763672,500 -2024-04-15,9.770000457763672,9.770000457763672,9.770000457763672,9.770000457763672,0 -2024-04-16,9.770000457763672,9.770000457763672,9.59000015258789,9.59000015258789,1200 -2024-04-17,9.119999885559082,9.210000038146973,9.119999885559082,9.210000038146973,600 -2024-04-18,9.119999885559082,9.119999885559082,9.119999885559082,9.119999885559082,0 -2024-04-19,9.600000381469727,9.600000381469727,9.600000381469727,9.600000381469727,600 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b/factor-investing/dados_acoes/BMIN4.csv deleted file mode 100644 index dd5911b..0000000 --- a/factor-investing/dados_acoes/BMIN4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,BMIN4.SA,BMIN4.SA,BMIN4.SA,BMIN4.SA,BMIN4.SA -Date,,,,, -2024-04-11,15.300000190734863,15.300000190734863,15.300000190734863,15.300000190734863,0 -2024-04-12,15.369999885559082,15.600000381469727,15.369999885559082,15.600000381469727,200 -2024-04-15,15.100000381469727,15.399999618530273,15.100000381469727,15.399999618530273,400 -2024-04-16,15.100000381469727,15.100000381469727,15.100000381469727,15.100000381469727,100 -2024-04-17,15.100000381469727,15.100000381469727,15.100000381469727,15.100000381469727,0 -2024-04-18,15.100000381469727,16.0,15.100000381469727,16.0,700 -2024-04-19,14.899999618530273,14.899999618530273,14.899999618530273,14.899999618530273,100 -2024-04-22,14.899999618530273,14.899999618530273,14.899999618530273,14.899999618530273,0 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/dev/null @@ -1,85 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,BPHA3.SA,BPHA3.SA,BPHA3.SA,BPHA3.SA,BPHA3.SA -Date,,,,, -2024-04-11,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-12,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-15,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-16,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-17,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-18,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-19,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-22,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 -2024-04-23,0.6200000047683716,0.6200000047683716,0.6200000047683716,0.6200000047683716,0 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-2025-04-11,12.859999656677246,12.859999656677246,12.859999656677246,12.859999656677246,0 diff --git a/factor-investing/dados_acoes/BRIV4.csv b/factor-investing/dados_acoes/BRIV4.csv deleted file mode 100644 index ada3cfb..0000000 --- a/factor-investing/dados_acoes/BRIV4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,BRIV4.SA,BRIV4.SA,BRIV4.SA,BRIV4.SA,BRIV4.SA -Date,,,,, -2024-04-11,12.539999961853027,12.539999961853027,12.539999961853027,12.539999961853027,0 -2024-04-12,12.539999961853027,12.539999961853027,12.539999961853027,12.539999961853027,0 -2024-04-15,12.539999961853027,12.539999961853027,12.539999961853027,12.539999961853027,0 -2024-04-16,12.539999961853027,12.539999961853027,12.539999961853027,12.539999961853027,0 -2024-04-17,12.539999961853027,12.539999961853027,12.539999961853027,12.539999961853027,0 -2024-04-18,12.539999961853027,12.539999961853027,12.539999961853027,12.539999961853027,0 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2d28b09..0000000 --- a/factor-investing/dados_acoes/BRPR3.csv +++ /dev/null @@ -1,85 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,BRPR3.SA,BRPR3.SA,BRPR3.SA,BRPR3.SA,BRPR3.SA -Date,,,,, -2024-04-11,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-12,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-15,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-16,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-17,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-18,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-19,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-22,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 -2024-04-23,131.1699981689453,131.1699981689453,131.1699981689453,131.1699981689453,0 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b/factor-investing/dados_acoes/CPFE3.csv deleted file mode 100644 index a27ff0a..0000000 --- a/factor-investing/dados_acoes/CPFE3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,CPFE3.SA,CPFE3.SA,CPFE3.SA,CPFE3.SA,CPFE3.SA -Date,,,,, -2024-04-11,35.290000915527344,35.63999938964844,35.09000015258789,35.63999938964844,1857100 -2024-04-12,35.119998931884766,35.31999969482422,35.04999923706055,35.290000915527344,966100 -2024-04-15,35.150001525878906,35.25,34.790000915527344,35.119998931884766,2341300 -2024-04-16,34.88999938964844,35.11000061035156,34.52000045776367,34.90999984741211,2058200 -2024-04-17,35.099998474121094,35.189998626708984,34.83000183105469,35.0,1791000 -2024-04-18,34.709999084472656,35.36000061035156,34.56999969482422,35.16999816894531,2143900 -2024-04-19,34.93000030517578,35.099998474121094,34.619998931884766,34.65999984741211,4404000 -2024-04-22,34.97999954223633,35.09000015258789,34.54999923706055,35.040000915527344,1878400 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b/factor-investing/dados_acoes/CRIV4.csv deleted file mode 100644 index 8ad1ef5..0000000 --- a/factor-investing/dados_acoes/CRIV4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,CRIV4.SA,CRIV4.SA,CRIV4.SA,CRIV4.SA,CRIV4.SA -Date,,,,, -2024-04-11,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-12,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-15,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-16,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-17,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-18,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-19,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 -2024-04-22,6.739999771118164,6.739999771118164,6.739999771118164,6.739999771118164,0 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/dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,CTSA3.SA,CTSA3.SA,CTSA3.SA,CTSA3.SA,CTSA3.SA -Date,,,,, -2024-04-11,2.8399999141693115,2.9000000953674316,2.8399999141693115,2.869999885559082,1300 -2024-04-12,2.740000009536743,2.8499999046325684,2.5999999046325684,2.819999933242798,22900 -2024-04-15,2.740000009536743,2.740000009536743,2.740000009536743,2.740000009536743,0 -2024-04-16,2.5399999618530273,2.869999885559082,2.5,2.569999933242798,2300 -2024-04-17,2.609999895095825,2.799999952316284,2.5999999046325684,2.5999999046325684,3700 -2024-04-18,2.509999990463257,2.609999895095825,2.509999990463257,2.609999895095825,1400 -2024-04-19,2.6700000762939453,2.740000009536743,2.6700000762939453,2.740000009536743,1300 -2024-04-22,2.609999895095825,2.609999895095825,2.609999895095825,2.609999895095825,3100 -2024-04-23,2.630000114440918,2.630000114440918,2.5399999618530273,2.5399999618530273,4000 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b/factor-investing/dados_acoes/HBOR3.csv deleted file mode 100644 index 469f30b..0000000 --- a/factor-investing/dados_acoes/HBOR3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,HBOR3.SA,HBOR3.SA,HBOR3.SA,HBOR3.SA,HBOR3.SA -Date,,,,, -2024-04-11,2.784336805343628,2.813340284920228,2.7553330952678614,2.813340284920228,394300 -2024-04-12,2.677990436553955,2.7843367569870336,2.658654783838698,2.7843367569870336,621000 -2024-04-15,2.5716443061828613,2.745665177883832,2.5619764799772518,2.687658220650175,607700 -2024-04-16,2.5813121795654297,2.6296513114769398,2.5136371643901527,2.5523087004185236,605200 -2024-04-17,2.532972812652588,2.629651306802932,2.5136371599223515,2.5909800013424595,589600 -2024-04-18,2.5136373043060303,2.5813123232482824,2.4652981697038325,2.5813123232482824,478500 -2024-04-19,2.561976671218872,2.590980152000698,2.4846338253014943,2.5426410173643217,375400 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index 5d99200..0000000 --- a/factor-investing/dados_acoes/LVTC3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,LVTC3.SA,LVTC3.SA,LVTC3.SA,LVTC3.SA,LVTC3.SA -Date,,,,, -2024-04-11,3.8399999141693115,3.8499999046325684,3.8299999237060547,3.8299999237060547,4800 -2024-04-12,3.7899999618530273,3.8499999046325684,3.7799999713897705,3.8499999046325684,3600 -2024-04-15,3.8299999237060547,3.8499999046325684,3.7799999713897705,3.8499999046325684,8800 -2024-04-16,3.809999942779541,3.8299999237060547,3.75,3.8299999237060547,8800 -2024-04-17,3.7699999809265137,3.8399999141693115,3.75,3.8399999141693115,5200 -2024-04-18,3.7200000286102295,3.8299999237060547,3.7200000286102295,3.759999990463257,16500 -2024-04-19,3.869999885559082,3.869999885559082,3.7100000381469727,3.7100000381469727,54000 -2024-04-22,3.7799999713897705,3.869999885559082,3.75,3.8499999046325684,34300 -2024-04-23,3.799999952316284,3.8299999237060547,3.7699999809265137,3.7899999618530273,4200 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a/factor-investing/dados_acoes/MERC4.csv b/factor-investing/dados_acoes/MERC4.csv deleted file mode 100644 index b2059a4..0000000 --- a/factor-investing/dados_acoes/MERC4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,MERC4.SA,MERC4.SA,MERC4.SA,MERC4.SA,MERC4.SA -Date,,,,, -2024-04-11,7.197646617889404,7.197646617889404,7.197646617889404,7.197646617889404,100 -2024-04-12,7.102941036224365,7.102941036224365,6.629411633809408,6.6388824386222645,900 -2024-04-15,7.301823139190674,7.301823139190674,7.301823139190674,7.301823139190674,100 -2024-04-16,7.301823139190674,7.301823139190674,7.301823139190674,7.301823139190674,0 -2024-04-17,7.301823139190674,7.301823139190674,7.301823139190674,7.301823139190674,0 -2024-04-18,7.301823139190674,7.301823139190674,7.301823139190674,7.301823139190674,0 -2024-04-19,7.301823139190674,7.301823139190674,7.301823139190674,7.301823139190674,0 -2024-04-22,7.301823139190674,7.301823139190674,7.301823139190674,7.301823139190674,0 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b/factor-investing/dados_acoes/MSPA3.csv deleted file mode 100644 index 9b4e21f..0000000 --- a/factor-investing/dados_acoes/MSPA3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,MSPA3.SA,MSPA3.SA,MSPA3.SA,MSPA3.SA,MSPA3.SA -Date,,,,, -2024-04-11,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-12,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-15,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-16,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-17,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-18,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-19,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 -2024-04-22,42.7110710144043,42.7110710144043,42.7110710144043,42.7110710144043,0 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a/factor-investing/dados_acoes/MSPA4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,MSPA4.SA,MSPA4.SA,MSPA4.SA,MSPA4.SA,MSPA4.SA -Date,,,,, -2024-04-11,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-12,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-15,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-16,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-17,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-18,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-19,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-22,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 -2024-04-23,36.68218994140625,36.68218994140625,36.68218994140625,36.68218994140625,0 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mode 100644 index 7935075..0000000 --- a/factor-investing/dados_acoes/NGRD3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,NGRD3.SA,NGRD3.SA,NGRD3.SA,NGRD3.SA,NGRD3.SA -Date,,,,, -2024-04-11,26.5,26.5,26.0,26.25,31256 -2024-04-12,26.0,26.75,25.75,26.75,13872 -2024-04-15,25.0,26.0,25.0,25.75,27708 -2024-04-16,24.75,25.5,24.25,25.5,38936 -2024-04-17,24.5,25.25,24.25,24.25,13992 -2024-04-18,24.5,25.0,24.25,24.75,13796 -2024-04-19,25.75,26.25,24.25,24.25,15368 -2024-04-22,26.0,26.25,25.0,25.5,7224 -2024-04-23,25.5,26.25,25.25,26.0,12316 -2024-04-24,25.75,26.25,25.25,25.75,9532 -2024-04-25,25.5,25.75,25.25,25.75,4156 -2024-04-26,25.25,26.5,25.25,25.5,25064 -2024-04-29,25.5,25.75,25.0,25.25,13676 -2024-04-30,25.75,26.25,24.75,25.5,94660 -2024-05-02,26.5,28.25,25.5,25.75,104620 -2024-05-03,26.5,27.5,25.75,27.0,44656 -2024-05-06,27.25,28.0,26.75,27.0,40840 -2024-05-07,26.0,27.25,25.25,26.25,46956 -2024-05-08,26.5,26.5,25.75,26.0,12616 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index 222ab93..0000000 --- a/factor-investing/dados_acoes/NORD3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,NORD3.SA,NORD3.SA,NORD3.SA,NORD3.SA,NORD3.SA -Date,,,,, -2024-04-11,8.0,8.0,8.0,8.0,0 -2024-04-12,7.400000095367432,8.0,7.400000095367432,8.0,800 -2024-04-15,8.5,8.5,7.400000095367432,7.400000095367432,1800 -2024-04-16,9.0,9.600000381469727,8.699999809265137,9.449999809265137,1200 -2024-04-17,8.979999542236328,8.979999542236328,8.970000267028809,8.970000267028809,200 -2024-04-18,8.979999542236328,8.979999542236328,8.979999542236328,8.979999542236328,0 -2024-04-19,8.600000381469727,8.800000190734863,8.5,8.5,1100 -2024-04-22,8.600000381469727,8.600000381469727,8.600000381469727,8.600000381469727,0 -2024-04-23,7.309999942779541,7.760000228881836,7.309999942779541,7.760000228881836,300 -2024-04-24,9.319999694824219,9.579999923706055,7.320000171661377,7.320000171661377,2900 -2024-04-25,9.180000305175781,10.649999618530273,8.100000381469727,10.0,2400 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diff --git a/factor-investing/dados_acoes/PORT3.csv b/factor-investing/dados_acoes/PORT3.csv deleted file mode 100644 index b68b05e..0000000 --- a/factor-investing/dados_acoes/PORT3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,PORT3.SA,PORT3.SA,PORT3.SA,PORT3.SA,PORT3.SA -Date,,,,, -2024-04-11,16.14920997619629,16.36280065098309,16.06563140155317,16.344227240782867,1288000 -2024-04-12,15.917047500610352,16.15849651698436,15.824183993069314,16.15849651698436,1094800 -2024-04-15,15.777751922607422,16.0006275495172,15.74060687041814,16.0006275495172,1026000 -2024-04-16,15.740606307983398,15.787038064375432,15.619880907351359,15.684886074803394,1106700 -2024-04-17,15.684884071350098,15.814896160905501,15.619878912201266,15.76846263918652,438900 -2024-04-18,15.60130786895752,15.787038441478114,15.58273622871187,15.71274656672148,1222700 -2024-04-19,15.554875373840332,15.712745821619178,15.527015257905974,15.712745821619178,835800 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100644 index 849252d..0000000 --- a/factor-investing/dados_acoes/RSUL4.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,RSUL4.SA,RSUL4.SA,RSUL4.SA,RSUL4.SA,RSUL4.SA -Date,,,,, -2024-04-11,79.33584594726562,79.33584594726562,78.85880095949305,78.85880095949305,400 -2024-04-12,79.83236694335938,79.83236694335938,79.83236694335938,79.83236694335938,100 -2024-04-15,76.62933349609375,79.90051390916152,76.62933349609375,79.83236462671071,1800 -2024-04-16,77.19400787353516,77.28162520151476,77.19400787353516,77.28162520151476,300 -2024-04-17,78.33307647705078,78.97563324970086,76.99928911509579,78.97563324970086,1500 -2024-04-18,75.55999755859375,80.95999908447266,75.55999755859375,80.87999725341797,2000 -2024-04-19,77.9000015258789,77.9000015258789,77.0,77.0,200 -2024-04-22,78.12000274658203,78.48999786376953,77.16000366210938,78.0,1200 -2024-04-23,76.51000213623047,79.19000244140625,76.51000213623047,79.19000244140625,1800 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index e50afe2..0000000 --- a/factor-investing/dados_acoes/UGPA3.csv +++ /dev/null @@ -1,255 +0,0 @@ -Price,Close,High,Low,Open,Volume -Ticker,UGPA3.SA,UGPA3.SA,UGPA3.SA,UGPA3.SA,UGPA3.SA -Date,,,,, -2024-04-11,26.714210510253906,26.84883877065468,26.3680214587405,26.39687115775745,2640000 -2024-04-12,25.887205123901367,26.67574525173533,25.742960291717296,26.406486886598525,4500300 -2024-04-15,25.877586364746094,26.117995009408673,25.627561154196325,25.867969798858905,3511200 -2024-04-16,25.906436920166016,26.16607687102722,25.396769916304287,25.46408404557099,4715800 -2024-04-17,25.76219367980957,25.88720537982563,25.50255187880786,25.839124380013125,3040700 -2024-04-18,25.53139877319336,25.906437527311127,25.31983981422956,25.7621926991916,3280300 -2024-04-19,25.55063247680664,25.829507407016745,25.44485207787556,25.646796309091936,2560800 -2024-04-22,25.58909797668457,26.050682156816872,25.45446788184995,25.637178974300337,3253600 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-2025-04-07,2.869999885559082,2.950000047683716,2.7799999713897705,2.9200000762939453,1216000 -2025-04-08,2.7699999809265137,3.0,2.740000009536743,2.9200000762939453,620500 -2025-04-09,3.0,3.069999933242798,2.6600000858306885,2.759999990463257,691300 -2025-04-10,2.9000000953674316,2.9700000286102295,2.799999952316284,2.9700000286102295,588600 -2025-04-11,2.890000104904175,2.940000057220459,2.799999952316284,2.9000000953674316,364000 diff --git a/factor-investing/factor_investing.ipynb b/factor-investing/factor_investing.ipynb new file mode 100644 index 0000000..3cac9d7 --- /dev/null +++ b/factor-investing/factor_investing.ipynb @@ -0,0 +1,10905 @@ +{ + "cells": [ + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-04-13T21:23:10.418501Z", + "start_time": "2025-04-13T21:23:04.202513Z" + } + }, + "cell_type": "code", + "source": "!pip install -q pandas numpy requests beautifulsoup4 matplotlib", + "id": "ebd660f0c74975b3", + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "/usr/bin/bash: warning: setlocale: LC_ALL: cannot change locale (en_US.UTF-8): No such file or directory\r\n" + ] + } + ], + "execution_count": 2 + }, + { + "cell_type": "code", + "id": "initial_id", + "metadata": { + "collapsed": true, + "ExecuteTime": { + "end_time": "2025-04-13T22:23:17.542009Z", + "start_time": "2025-04-13T22:23:17.538466Z" + } + }, + "source": [ + "import pandas as pd\n", + "import numpy as np\n", + "import requests\n", + "from bs4 import BeautifulSoup\n", + "import yfinance as yf\n", + "import matplotlib.pyplot as plt\n", + "from datetime import datetime, timedelta\n", + "import time\n", + "import os\n", + "import glob" + ], + "outputs": [], + "execution_count": 34 + }, + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-04-13T21:36:49.047188Z", + "start_time": "2025-04-13T21:36:49.042332Z" + } + }, + "cell_type": "code", + "source": [ + "def obter_dados_fundamentus():\n", + " url = \"https://www.fundamentus.com.br/resultado.php\"\n", + " headers = {\n", + " 'User-Agent': 'Mozilla/5.0 (X11; Linux x86_64; rv:136.0) Gecko/20100101 Firefox/136.0'\n", + " }\n", + "\n", + " response = requests.get(url, headers=headers)\n", + " soup = BeautifulSoup(response.text, 'html.parser')\n", + "\n", + " tabela = soup.find('table', {'id': 'resultado'})\n", + " dados = []\n", + "\n", + " # Extrair cabeçalhos\n", + " headers = []\n", + " for th in tabela.find_all('th'):\n", + " headers.append(th.text.strip())\n", + "\n", + " # Extrair linhas de dados\n", + " for tr in tabela.find_all('tr')[1:]:\n", + " row = {}\n", + " for i, td in enumerate(tr.find_all('td')):\n", + " row[headers[i]] = td.text.strip()\n", + " dados.append(row)\n", + "\n", + " # Converter para DataFrame\n", + " df = pd.DataFrame(dados)\n", + "\n", + " print(headers)\n", + "\n", + " # Limpar formatação dos dados numéricos, excluindo a primeira coluna (o nome da ação)\n", + " for col in headers[1:]:\n", + " if col in df.columns:\n", + " df[col] = df[col].str.replace('.', '').str.replace(',', '.')\n", + " df[col] = df[col].str.replace('%', '')\n", + " df[col] = pd.to_numeric(df[col], errors='coerce')\n", + "\n", + " return df" + ], + "id": "50e3e3d844494a6f", + "outputs": [], + "execution_count": 16 + }, + { + "metadata": { + "ExecuteTime": { + "end_time": "2025-04-13T21:36:50.496417Z", + "start_time": "2025-04-13T21:36:49.560698Z" + } + }, + "cell_type": "code", + "source": [ + "acoes_df = obter_dados_fundamentus()\n", + "acoes_df" + ], + "id": "dbdceee90ba74b1b", + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "['Papel', 'Cotação', 'P/L', 'P/VP', 'PSR', 'Div.Yield', 'P/Ativo', 'P/Cap.Giro', 'P/EBIT', 'P/Ativ Circ.Liq', 'EV/EBIT', 'EV/EBITDA', 'Mrg Ebit', 'Mrg. Líq.', 'Liq. Corr.', 'ROIC', 'ROE', 'Liq.2meses', 'Patrim. Líq', 'Dív.Brut/ Patrim.', 'Cresc. Rec.5a']\n" + ] + }, + { + "data": { + "text/plain": [ + " Papel Cotação P/L P/VP PSR Div.Yield P/Ativo P/Cap.Giro \\\n", + "0 PORP4 2.40 0.00 0.00 0.000 0.00 0.000 0.00 \n", + "1 POPR4 10.17 0.00 0.00 0.000 0.00 0.000 0.00 \n", + "2 MNSA3 0.42 0.00 0.00 0.000 0.00 0.000 0.00 \n", + "3 CFLU4 1000.00 0.00 0.00 0.000 0.00 0.000 0.00 \n", + "4 CSTB4 147.69 0.00 0.00 0.000 0.00 0.000 0.00 \n", + ".. ... ... ... ... ... ... ... ... \n", + "986 UBBR4 7.49 610.27 1.99 0.000 0.00 0.000 0.00 \n", + "987 VSTE3 6.80 1165.72 0.74 0.697 0.70 0.468 4.66 \n", + "988 UBBR11 14.75 1201.81 3.91 0.000 0.00 0.000 0.00 \n", + "989 UBBR3 18.00 1466.61 4.77 0.000 0.00 0.000 0.00 \n", + "990 LJQQ3 2.58 3447.18 0.92 0.189 4.73 0.136 0.53 \n", + "\n", + " P/EBIT P/Ativ Circ.Liq ... EV/EBITDA Mrg Ebit Mrg. Líq. Liq. 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