May 19, 2020
Reuters Knoweldge Direct (RKD) Company Specific Financials (CSF) data is now available on the MDO platform as part of the mdo.data (v2020.05) release, enabling access to this database in QA Direct from Refinitiv. Some key advantages of Company Specific Financials include: View specific metrics / line items over time for each company View complete financial... Read More

April 17, 2020
The latest release of mdo.data (v2020.04) is now available! This includes enhancements, fixes, and new data sources integrated with QA Direct from Refinitiv: Refinitiv Deals M&A (QA Direct) RKD Officers and Directors (QA Direct)   This adds to our quickly growing list of data sources integrated into the MDO platform. Contact us today for more... Read More

March 17, 2020
The latest release of mdo.data (v2020.03) is now available! This includes enhancements, fixes, and new data sources integrated with QA Direct from Refinitiv: Refinitiv ESG Data (QA Direct) I/B/E/S Global Aggregates (QA Direct) Datastream Economics (QA Direct)   This adds to our quickly growing list of data sources integrated into the MDO platform. For additional... Read More

February 19, 2020
Firms in the investment management industry are constantly faced with decisions of build vs. buy for the various tools that they use. This article includes insights from many years building quant solutions and discusses the tradeoffs between building custom solutions or using a software provider like MDO.       See here for the full... Read More

January 27, 2020
New data sources are now available through the MDO platform, enabling access to these databases in QA Direct from Refinitiv. Ownership V2 Worldscope Point in Time Reuters Knowledge Direct Standardized Data CRSP Pricing Data   This adds to our quickly growing list of data sources integrated into the MDO platform. For additional information on the... Read More

December 3, 2019

Our latest post helps demonstrate the ability to replicate factor research within MDO. We review a recent article by Cliff Asness of AQR on “The Value Spread”, create and sort Price to Book factors, and show the results. MDO allows users to access data from sources such as QA Direct from Refinitiv, and return the… Read More


November 13, 2019
IBES Estimates Version 2 data is now available on the MDO platform, enabling access to this new database in QA Direct from Refinitiv. Some key advantages of IBES V2 include: Daily Summary Estimates (instead of monthly snapshots) Over 300 measures are now available, including industry-specific Key Performance Indicators (KPIs)   See here for more information... Read More

October 23, 2019

How quickly can you run backtests on the MDO platform? Read this post.


August 16, 2019
We are excited to announce the official launch of the MDO platform for Quantitative Equity Research! MDO gives users access to Refinitiv’s QA Direct and other Financial data through an API (mdo.data), based in the programming language of R. The mdo.data functions use a central data dictionary to correctly apply adjustment factors and perform currency... Read More

February 12, 2019

Performance Attribution functionality is now available. This can be customized to work with actual portfolios from any database, or used for hypothetical research (or both!). See below for a quick example of the functionality available. Use a standard Brinson Attribution or a factor based approach with any risk factor model. Standard Brinson Attribution Output Report… Read More