Scripts used in support of this post: Mortgages Are About Math: Open-Source Loan-Level Analysis of Fannie and Freddie

0. Make sure you have PostgreSQL installed locally. If you want to use R, install it too
1. Download data from Fannie Mae and/or Freddie Mac and unzip all files into the data/fannie/ and data/freddie/ subdirectories
2. ./initialize_database.sh creates a Postgres database called agency-loan-level, creates some tables, and imports supporting data including FHFA home price data and Freddie Mac mortgage rate data
3. ./load_fannie_loans.sh and ./load_freddie_loans.sh import data for Fannie and Freddie, respectively. This might take a very long time (~2 days), so you could consider loading the data in chunks

The analysis/ folder has additional SQL and R scripts used to analyze the data, see more in the full post