I’m very excited for the future in-depth dives on bonds and rates in general! As they are some of my favorite assets. Thank you again for sharing another great education resource (AQR). I have a quick question, you mentioned you have an excel sheet with market data. I have been trying to figure out how to do this in an automatic way as I’m sure you can imagine copying every days new SOFR rates it’s rather tedious, so far I have tried APIs with no luck although I might just be using them wrong. Any tips on this front would be greatly appreciated!
for research papers do you read the whole paper or just skip to conclusions? I think i've seen you talk about how to read research papers before but I can't find where.