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