Municipal Bond Trade Data
This repo contains data and code related to Marc Joffe's General Assembly Data Science project. It is a list of about 1.2 million municipal bond trades. The database is being used to study the behavior or municipal bond prices stored in the column price_inter.
The data was stored in a PostgreSQL database before being loaded into an R data frame. That data frame is in this repo under the name munitrades.rda.
Code that loads the data from PostgreSQL and displays the graph is in munitrades.r. On 3/2/14, this code was modified to compute four derived columns. The import contained three character fields that had string date representations. These are now converted to r date fields. Next the number of days between the maturity date and the trade data is calculated. This difference - the number of remaining days to maturity - and the coupon are theorized to be drivers of the intermediate trade price. Regression analysis validates this assumption.
A histogram showing the distribution of trade prices within the database is in Price_Histogram_V2.PDF.