Data Integration
MDO specializes in data integration with databases like QA Direct from Refinitiv. We create a data dictionary and a common back-end for the R and Python APIs. Our logic behind the scenes handles all the mapping and corporate actions, so that users can leverage the power of open source to build and run models.
Smart Data Retrieval Functions
Access all your data through a set of common data retrieval functions. These functions are delivered via an R or Python package and leverage a common back-end. The functions have built in options to easily get data:
- Adjusted/Unadjusted
- Restated/Unrestated
- Aligned to most recent or lagged by report dates
- In local currency or converted to common currency
Security Mapping
Accurate security mapping is one of the biggest challenges when it comes to data integration. We can map securities from all vendors and feeds to a single security master. Our mapping techniques build on QA Direct mappings to get even more accurate historical data.
More Services
Customized Quantitative Platform
Quant Platform Migration
Model Validation
Advice