If you’re evaluating models across 20,000 securities and 30 years of history, most systems will leave you waiting. Long run times, system crashes, or pre-cached shortcuts are still the norm—especially for firms relying on legacy systems or internal tools.
With My Data Outlet’s Snowflake Native App (MDO), you get a different experience altogether:
Live backtests. Billions of rows. Results in minutes.
No Pre-Caching. No Waiting. Just Fast, On-the-Fly Analytics.
Most performance-focused systems rely heavily on pre-aggregated or cached data to speed things up. But that limits flexibility and requires constant maintenance.
MDO takes a different approach:
- All backtests are computed live, using raw data.
- No pre-processing or caching required.
- Our engine is built to parallelize intelligently and execute SQL optimized specifically for Snowflake’s architecture.
This means your analytics are always accurate, always up-to-date—and they run at the speed of thought.
Performance You Can Trust (Backed by Real Benchmarks)
We recently stress-tested MDO by calculating daily factors over a 20,000-stock universe spanning 30 years. Here’s how it performed, using a Gen2 Large Snowflake warehouse:
- Simple Pricing Momentum Factors: under 5 minutes
- Value Factors: 7.5 minutes
- Quality Factors: 10 minutes
- Risk Factors (e.g., 126-day rolling volatility): 30 minutes
These results weren’t from cached datasets or pre-built pipelines—they were calculated in real time.
Why This Matters
When analysts can iterate on signals and models in real time, their ability to discover and act on alpha improves dramatically. But most internal tools, built for flexibility, sacrifice performance. And most off-the-shelf software sacrifices flexibility to maintain speed.
MDO gives you both.
It’s also why we believe data retrieval and backtesting should be handled by MDO—not your internal team. We’ve spent years fine-tuning every layer of the process, so your analysts don’t have to.
The Bottom Line
If you’re still waiting hours (or days) for backtest results, it’s time to rethink your tools. MDO delivers high-speed, on-the-fly backtesting over massive datasets; no caching, no IT tickets, no compromises.
