This notebook introduces you to 7-Chord BondDroid Top Liquid, a dataset that includes bid-ask prices, spreads, and liquidity indicators for nearly 20,000 USD-denominated High Grade, High Yield, and EM Sovereign bonds.
The analysis covered here is just the tip of the iceberg. Check out the data dictionary to learn more about all available attributes.
The data used is a sample that’s freely available via the Dewey Marketplace.
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