Commercial exchange rate for purchase BRL/USL was downloaded from the IPEA data (http://www.ipeadata.gov.br/)   on 10/24/2017
Same data was downloaded again in 11/08/2017 due to corrupted files.
The reason some stocks were cut off is because its pairs (ON-PN) can be affected due migrations to the Novo Mercado level and subscription rights. 

OIL PRICES

U.S. Energy Information Administration, Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma [DCOILWTICO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DCOILWTICO, November 20, 2017.

GDP

Copyright, 2016, OECD. Reprinted with permission.All OECD data should be cited as follows: OECD (2010), "Main Economic Indicators - complete database", Main Economic Indicators (database),http://dx.doi.org/10.1787/data-00052-en(Accessed on date)
Suggested Citation:
Organization for Economic Co-operation and Development, Current Price Gross Domestic Product in Brazil [BRAGDPNQDSMEI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BRAGDPNQDSMEI, November 21, 2017.
 University of Groningen and University of California, Davis, Real GDP at Constant National Prices for Brazil [RGDPNABRA666NRUG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/RGDPNABRA666NRUG, November 20, 2017.

EXCHANGE RATE

Board of Governors of the Federal Reserve System (US), Brazil / U.S. Foreign Exchange Rate [DEXBZUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DEXBZUS, November 20, 2017.

IPCA FROM BLOOMBERG TERMINAL 10 NOV 2017

4. Expected Returns

We expect that the APT show some strong correlation with the empiric data and that the theory can explain the macroeconomic variables that effect its pricing, therefore the risk portion of each asset.

5. Conclusions

By the end of this paper we are going to have all the stocks inside the IBOVESPA index priced according to the Asset Pricing Theory. The calculus and formulas are going to be codified inside Python environment and will be uploaded inside GitHub plataform so people can improve it or use it.