Data Science & Research
Academic research and practical strategy presentations built on BondCliQ's institutional quote data — demonstrating the depth and value of centralized corporate bond pricing.
Practical Applications
Corporate Bond / Equity Relative Value Trading Strategy
Demonstrates the potential of BondCliQ quote data combined with equity data for systematic trading strategies. Includes a free Jupyter notebook and sample trading data.
- Free Jupyter notebook
- Sample trading data available
How BondCliQ Data Informs Equity Strategies
Presentation from the 2021 Neudata Winter Summit covering how corporate bond quote data applies across systematic, discretionary, multi-asset, and macro strategies. Includes a 10-minute video presentation.
- 10-minute video presentation
- 2021 Neudata Winter Summit
Peer-Reviewed Papers
Bond Quotes are More Informative than Trade Prices
Commissioned research demonstrating that BondCliQ quotes can provide increased value versus the last TRACE trade print — with direct implications for price discovery and best execution.
Quote Competition in Corporate Bonds
Research using BondCliQ data showing that higher quoting activity correlates with greater trading volume and lower transaction costs — validating the centralized pricing model.
Bonds vs. Equities: Information for Investment
Academic paper examining the predictive performance of credit spreads and economic forecasting, with a focus on the informational content of the corporate bond market.
Interested in Research Partnerships?
Contact Renaud Pelletier to discuss data access for academic or institutional research.