Fixed Income Project

dataset
datascience
optimization
finance
fixedincome

#1

Does any body have a suggestion about a good project / dataset for data mining / data science in fixed income? I am a physicist by training with an interest in finance and this would help me to kick off real financial projects


#2

Could you clarify on this?


#3

I am trying to get an idea of:

  • what could be a good problem in fixed income that could be solved by machine learning or data science. A simple project a novice would start with

  • what could be a nice place to get data from. Public dataset or api would be perfect


#4

@kthouz - What problem you are trying to solve with the fixed income? I think structured open data is difficult to find on this subject. You can try scraping the market data from bloomberg (https://www.bloomberg.com/markets/rates-bonds) or TRACE / Finra. If you want technical data (old data), you can contact Finra. I guess you will be charged for the same.


#5

karthe1
January 12
@kthouz - What problem you are trying to solve with the fixed income? I think structured open data is difficult to find on this subject. You can try scraping the market data from bloomberg (https://www.bloomberg.com/markets/rates-bonds) or TRACE / Finra. If you want technical data (old data), you can contact Finra. I guess you will be charged for the same.

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kthouz
January 7
I am trying to get an idea of: what could be a good problem in fixed income that could be solved by machine learning or data science. A simple project a novice would start with what could be a nice place to get data from. Public dataset or api would be perfect
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#6

Thanks Karthe. That’s really helpful


#7

If you mean to build some kind of high frequency trading (HFT), you have some sandbox playgrounds like WorldQuant.