We build your quant infrastructure specifically for your processes and research needs.

We integrate and organize only the data that you use, giving you more efficiency with the task at hand. The software that we build is optimized so that research, data quality checks, operations, and production processes are all working together.  This combination provides the right balance of organization, customization, usability, and speed.


Financial Database Integration in R

The ETL process to deliver the data into the MDO platform

  • A Custom Data Dictionary
  • Organized data including our custom indexing
  • Security Mapping Enhancements
  • Quality Checks
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Powerful User Functions


  • Handles restatements, corporate actions, adjustment factors, and currency translations
  • Fundamental data aligned by fiscal period dates, preliminary dates, final dates, or point dates
  • Access data on a daily basis. Data retrieval and backtesting is extremely fast. Even with large universes and deep history, most backtests should take minutes, not hours. 

Factor Analysis

We provide a customized framework for creating quantitative factors. We focus on creating a system where all your factors can be organized, documented, and tracked efficiently. Documentation and source control of factors allows users to spend more of their time doing quality research and less time worrying about documentation.

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Backtest Results

  • Our backtesting objects are optimized for cross-sectional and time-series analysis
  • Customize your results to see the statistics that matter most
  • Analyze data over any horizon and frequency (up to daily granularity)
  • We keep the underlying data to allow you to look at your inputs

Production Process


  • Schedule production models to run on a daily basis
  • Automated quality checks to alert you of any major data changes or anomalies.
  • Archive all necessary inputs for future reproducibility.
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More Services

Financial Database Integration in R

Quant Platform Migration

Model Validation

Advice

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