DataCore Cookbook

Production-grade Jupyter notebooks for quantitative finance on the Vietnamese stock market — equity research, factor investing, and alternative data on HOSE, HNX, and the VN30, powered by the DataCore financial data API.

Real-world, runnable workflows for analysts, quants, and data scientists working with Vietnamese financial and alternative data. Every notebook runs end-to-end on a free-tier API key and cites its dataset IDs explicitly.

Contents

• Why this cookbook
• Quick start
• Notebooks
  • 01. Getting started
  • 02. Equity research
  • 03. Factor investing
  • 04. Alternative data
  • 05. Macro / economic
  • 06. ESG
  • 07. Agents & LLMs
• Contributing
• Citation
• License

Why this cookbook

DataCore provides clean, documented APIs for Vietnamese equities (HOSE, HNX, UPCOM), fundamentals, macroeconomic series, and alternative data. This cookbook turns that data into reproducible analysis: VN30 fundamental screeners, sector rotation, Fama-French factors adapted for Vietnamese accounting standards (VAS), e-commerce nowcasting, and LLM/agent workflows via the DataCore MCP server.

Quick start

pip install -r requirements.txt
jupyter lab

Set your API key:

export DATACORE_API_KEY=dc_...

Get a free key at datacore.vn/keys.

Notebooks

01. Getting started

Available now:

• 01-quickstart.ipynb — Connect, search, pull your first dataset
• 02-auth-and-rate-limits.ipynb — API keys, tiers, retries with exponential backoff
• 03-caching-and-performance.ipynb — Local parquet cache patterns

02. Equity research

Available now:

• 01-vn30-fundamentals.ipynb — P/E, P/B, ROE screener on VN30
• 02-sector-rotation.ipynb — Top-3 sector rotation vs VN-Index

Planned:

• 03-dividend-yield-screener.ipynb — High-yield Vietnamese equities
• 04-earnings-surprise.ipynb — Post-earnings drift on HOSE

03. Factor investing

Available now:

• 01-fama-french-vn.ipynb — Build VN equivalents of SMB / HML via 2x3 sorts

Planned:

• 02-momentum-12-1.ipynb — Classic momentum on VN equities
• 03-low-vol.ipynb — Low-volatility anomaly on HOSE
• 04-quality-score.ipynb — Piotroski F-score, adapted for VAS

04. Alternative data

Available now:

• 01-ecommerce-signals.ipynb — Shopee transaction data to nowcast MSN/VNM/MWG

Planned:

• 02-satellite-port-traffic.ipynb — Saigon Port throughput
• 03-social-sentiment.ipynb — Vietnamese-language NLP on tickers
• 04-supply-chain.ipynb — Manufacturing PMI nowcasting

05. Macro / economic

Planned:

• 01-cpi-nowcasting.ipynb
• 02-fx-vnd-regime.ipynb
• 03-monetary-policy-events.ipynb

06. ESG

Planned:

• 01-emissions-disclosure.ipynb
• 02-governance-scores.ipynb

07. Agents & LLMs

Available now:

• 01-mcp-claude-desktop.ipynb — Connect DataCore MCP to Claude Desktop

Planned:

• 02-research-agent.ipynb — Build an autonomous research agent
• 03-rag-on-filings.ipynb — RAG over HOSE/HNX disclosures

Contributing

PRs welcome — see CONTRIBUTING.md and our Code of Conduct. Each notebook should:

• Run end-to-end with a free-tier key
• Cite dataset IDs explicitly
• Include a short "Why this matters" intro

Citation

If you use these notebooks or DataCore datasets in your research, please cite the repository. See CITATION.cff or use the Cite this repository button on GitHub.

License

Released under the MIT License. Copyright (c) 2026 DataCore Vietnam.