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.
mdo.data


mdodata
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 is available for R users and contains samples of publicly available research factors. These sample factors can be used as a template for creating new factors.


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. The mdo.attribution package is available in R and in most cases requires some customization for integrating clients portfolios and risk models.
Data Sources Currently Integrated
Financial Data from any source can be integrated into the platform. Please contact info@mydataoutlet.com for a full list of vendors.
Vendor Feed Name | Description (Source) |
IDC Pricing (North American) | Equity Pricing Data (RQA) |
IDC Pricing (Global) | Equity Pricing Data (RQA) |
IBES Summary (QFS) | IBES Current Consensus Data (RQA) |
IBES Summary (QFS) – International | IBES Current Consensus Data – International (RQA) |
IBES Summary (Monthly) | IBES Monthly Consensus Data (RQA) |
IBES Summary (Monthly) – International | IBES Monthly Consensus Data – International (RQA) |
IBES V2 | IBES V2 Detail & Summary (RQA) |
IBES Global Aggregates | IBES Global Aggregates Data (RQA) |
Worldscope | Worldscope Fundamental Data (RQA) |
Worldscope PIT | Worldscope PIT Fundamental Data (RQA) |
Reuters Fundamentals | Reuters Fundamentals (RQA) |
Reuters Fundamentals PIT | Reuters Fundamentals PIT Fundamental Data (RQA) |
TRBC | Thomson Reuters Business Classifications (RQA) |
Russell US Index Constituents | Russell US Index Constituents (RQA) |
Nasdaq US Index Constituents | Nasdaq US Index Constituents (RQA) |
MSCI Indices | MSCI Index Constituents and Index/Security Data (RQA) |
StarMine Data | StarMine Data (RQA) |
DataStream Equities and Indices | DataStream Equities and Indices (RQA) |
DataStream Index Constituents | DataStream Index Constituents (RQA) |
DataStream Economics | DataStream Economics (RQA) |
Ownership V2 | Ownership Data (RQA) |
Special Dates | Special Dates (RQA) |
Index Pricing | Index Pricing (RQA) |
Refinitiv ESG | ESG Data (RQA) |
Deals M&A | Deals Mergers & Acquisitions Data (RQA) |
Hanweck OVS Options | Option Pricing and Volatility Data (RQA) |
IDC Options | Option Pricing Data (RQA) |
SMA Equity Data | Social Market Analytics Equity Data (SMA) |