The MDO platform gives you access to financial data, through a front end platform that leverages open source software [R]. The MDO platform consists of an API to access data, and various analytical tools.


mdo.data

API to access QA Direct data through open source [R] Data Retrieval functions. These functions use a central data dictionary to correctly apply adjustment factors, and perform currency conversions. Helpful arguments are provided to do the difficult legwork for users, such as: recent/lookback logic, shifting dates and fiscal periods, summing last 4 quarters, and aligning by fiscal period dates, preliminary dates, final dates, or point dates.

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mdo.attribution

Performance Attribution package to create and store actual or hypothetical portfolios and benchmarks. Calculate and create reports using standard Brinson Attribution or a Factor Attribution approach. Create and store custom or vendor created risk models to be used in Factor Attribution.


mdo.factors

QuantFactor class structures are provided in order to streamline the process of creating and organizing factors. This allows users to build their own factor library. The mdo.factors library contains samples of publicly available research factors, and can be used as a template for creating new factors.

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Data Sources Currently Integrated


Financial Data from any source can be integrated into the platform. Below are the content sets which are currently available.

Vendor Feed NameDescription (Source)
IDC Pricing (North American)Equity Pricing Data (QAD)
IDC Pricing (Global)Equity Pricing Data (QAD)
IBES Summary (QFS)IBES Current Consensus Data (QAD)
IBES Summary (QFS) – InternationalIBES Current Consensus Data – International (QAD)
IBES Summary (Monthly)IBES Monthly Consensus Data (QAD)
IBES Summary (Monthly) – internationalIBES Monthly Consensus Data – International (QAD)
WorldscopeWorldscope Fundamental Data (QAD)
Compustat DomesticCompustat North American Fundamental Data (QAD)
S&P GICSS&P GICS History (QAD)
Russell US Index ConstituentsRussell US Index Constituents (QAD)
MSCI Index Constituents and Index DataMSCI Index Constituents (QAD)
StarMine DataStarMine Data (QAD)
DataStream Equities and IndicesDataStream Equities and Indices (QAD)
IBES V2IBES V2 Detail, Summary, QFS (QAD)

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