The Brainwave Virtual Instrument (BVI) is an open-source software synthesizer built in the programming language Faust. Its purpose is to facilitate the exploration of EEG and other brain data through sonification. Pre-recorded data is translated as parameter controls of the instrument in the form of Open Source Control (OSC) messages that are generated and streamed by a small python program. The instrument can easily be distributed and compiled to different targets thanks to Faust's flexibility. Frequency Modulation synthesis provides a comprehensive approach to textural parameters of sounds, so that musical composition and improvisation based on a creative use of brain data become feasible. This is exemplified by the Brainwave Etudes (BE), a series of compositions inspired by measurements of brain activity during different states of mind. The BVI was created for two major purposes: on the one hand, to find musical structures that relate to each other in order to present an aesthetic proposal, and on the other, to create a tool that familiarizes scientists and researchers in the field of neuroscience with sonification techniques, and the exploration of brain activity through sound.