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.
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.
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.
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.
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 Name||Description (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) – International||IBES Current Consensus Data – International (QAD)|
|IBES Summary (Monthly)||IBES Monthly Consensus Data (QAD)|
|IBES Summary (Monthly) – international||IBES Monthly Consensus Data – International (QAD)|
|Worldscope||Worldscope Fundamental Data (QAD)|
|Compustat Domestic||Compustat North American Fundamental Data (QAD)|
|S&P GICS||S&P GICS History (QAD)|
|Russell US Index Constituents||Russell US Index Constituents (QAD)|
|MSCI Index Constituents and Index Data||MSCI Index Constituents (QAD)|
|StarMine Data||StarMine Data (QAD)|
|DataStream Equities and Indices||DataStream Equities and Indices (QAD)|
|IBES V2||IBES V2 Detail, Summary, QFS (QAD)|