Solutions are available hosted or on-premise


mdo

Data retrieval functionality to quickly and intuitively access data. 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.

mdodataretrievalbasic
attributiondashboard-portfolio

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.

mdofactorscreatefactor
circuitbreaker_histdatachanges

circuitbreaker

Automated data validations and rules based warnings. Archive all necessary inputs for future reproducibility.

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 EconDataStream (DDL)
DataStream TreasuryDataStream (DDL)
DataStream Equities and IndicesDataStream Equities and Indices (QAD)
IBES V2 (in progress)IBES V2 Detail, Summary, QFS (QAD)

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