Credit data is messier than equity data, always

Adding bonds, news, and a credit universe to a graph built for stocks I load the first batch of bond data into the graph and run a quick sanity check — how many Company nodes do we have? The answer is 350. It should be closer to 220. I pull a sample and there it is: the same company, twice. One node carries an equity ticker, a Bloomberg ID, clean edges to earnings and research notes. The other carries a bond ISIN as its primary identifier, floating loose, connected to nothing meaningful. Same legal entity. Two nodes. No relationship between them. The graph I spent two chapters describing as a flexible, expressive data model has just revealed its first real crack — and I haven't even finished loading the credit universe yet. Where we are In chapter one, I made the case for a graph over a relational database. In chapter two, I built the foundational schema: Company nodes, ResearchNote edges, earnings events, equity coverage records. It was clean work. Equity research has clean abstractio