The MDO Software Development Kit gives you access to financial data, through a front end platform that leverages open source software such as R and Python. MDO consists of APIs to access data, and various analytical tools.
Retrieve Data
Choose our R or Python API to access your Financial Databases, including Refinitiv Quantitative Analytics (RQA), in one place through Python 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, rolling calculations, summing last 4 quarters, and aligning by fiscal period dates, preliminary dates, final dates, or point dates.
Build Factors
We offer a collection of libraries and templates to help MDO users develop and organize their factor library. We also have written over 100 samples of publicly available research factors built leveraging MDO’s data retrieval functions. Users leverage these solutions to start developing and testing factors within minutes.
Run Attribution
R users can 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. The mdo.attribution package is available in R and in most cases requires some customization for integrating clients portfolios and risk models.
Data Partners
Financial Data from any source can be integrated into the platform. Please contact info@mydataoutlet.com for a full list of vendors.
Data Technologies
