New ownership and fundamental data sources available in MDO
New data sources are now available through the MDO platform, enabling access to these databases in QA Direct from Refinitiv. Ownership V2 Worldscope Point in Time Reuters Knowledge Direct Standardized Data CRSP Pricing Data This adds to our quickly growing list of data sources integrated into the MDO platform. For additional information on the Refinitiv […]
Access IBES Estimates V2 data
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 on […]
Factor Performance Calculation Timings
How quickly can you run backtests on the MDO platform? Read this post. See here for Factor Performance Timings. Contact us today for more information!
MDO Platform is now available!
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 […]
Performance Attribution
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 […]
