One-click install
npx skills add https://github.com/Alexander-M-Dickerson/ai-asset-pricing --skill bond-data
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: bond-data
Source: https://github.com/Alexander-M-Dickerson/ai-asset-pricing/tree/main/.claude/skills/bond-data
Command: npx skills add https://github.com/Alexander-M-Dickerson/ai-asset-pricing --skill bond-data

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Facilitates a clear, consistent reference for Dickerson bond data by aligning WRDS columns with PyBondLab expectations, encoding ratings, and clarifying return definitions and signal clusters to prevent misinterpretation during analysis.

Core Features & Use Cases

  • Column Mapping: Provides the PyBondLab mapping between Parquet columns and PyBondLab field names.
  • Rating Encoding & Data Guidance: Documents S&P-based rating encoding and common data gotchas to ensure robust analyses.
  • Use Case: A researcher loads WRDS bond data and immediately applies PyBondLab-compatible schema for factor-model experiments and timestamps.

Quick Start

Load the Dickerson bond data reference and apply the PyBondLab-mapped schema to start an analysis workflow.

Frequently Asked Questions about bond-data

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I map WRDS bond data columns to PyBondLab field names?

Mapping WRDS bond data to PyBondLab requires standardizing Parquet columns against expected field names. This reference provides the exact column mappings and data validation rules to align WRDS-derived bond attributes with PyBondLab schemas.

What is the correct rating encoding for S&P bond data in PyBondLab?

S&P rating encoding in PyBondLab converts alphanumeric rating grades into standardized numeric values. The reference documents the specific encoding scheme and common data validation gotchas to ensure robust bond analyses.

How do I prepare Dickerson bond data for factor-model experiments in PyBondLab?

Preparing Dickerson bond data for factor models involves applying PyBondLab-compatible schemas to WRDS data. You load the bond data reference, apply the mapped column schema, and use the defined signal clusters and return definitions for reproducible analysis.

Can I use this bond data reference for reproducible financial research workflows?

Reproducible financial research workflows are supported through documented column mappings, rating encoding, and data validation rules. These definitions clarify return calculations and signal clusters to prevent misinterpretation during bond-data analyses.

What data validation rules are applied to WRDS bond attributes in PyBondLab?

Data validation rules for WRDS bond attributes enforce schema consistency and rating encoding accuracy within PyBondLab. The reference clarifies return definitions and documents common data gotchas to prevent analytical misinterpretation.

Why does PyBondLab require standardized column mapping for bond data?

Standardized column mapping is required to bridge raw WRDS Parquet columns with PyBondLab field expectations. Without these mappings and validation rules, bond data attributes, return definitions, and signal clusters risk misinterpretation during analysis.