Next-generation framework for financial market research

Securities markets today generate upwards of 2 million transactions per second. Users like you are faced with the prospect of ingesting huge volumes of data to be able to build and run your data models, whether for trading or research/back-testing purposes. The quantity of data requires significant infrastructure not only in terms of storage and processing power, but also IT resources to test its quality and build the metrics required ultimately for a data model.

MQD Analytics solves these problems. First, all data is stored and processed in the cloud. Second, more than 100 well established metrics (emanating from the academic literature) representing concepts such as transaction costs, volatility and price discovery (collectively described as market efficiency), along with proprietary metrics representing market fairness, are pre-calculated and able to be visualised pre- and post- any market structure change.

The easy to use MQD interface and worked examples of how the system can be used, helps users conduct their market microstructure research at the stroke of a few keys.

With MQD Analytics, take the reins and create custom measures, report across the gambit of company and data available in todays complex financial markets, or import and analyse your own data.

MQD consulting services

If you'd like assistance with your research, the MQD team provides the following consulting services, which work in tandem with our PhD industry partner program:

  1. Bespoke case studies - A custom case study providing analysis of a particular research area.
  2. Metric development - Coding custom Uptick metrics and generating results, which are published to MQD Analytics, Insight and/or a bespoke case study. Use our internal tool, Workflow, to ingest timeseries data and run sync jobs to view metrics.
  3. Private data conversion - Converting private data sets so they can be used in MQD Analytics, Insight and/or bespoke case studies. This would also use Workflow.

Contact us to see how we can help: admin@cmcrc.com

MQD consulting

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Expand your capability with the mqd.suite

Insight

Compare markets, analyse trends, build event studies and complete pilot research in minutes. Insight is an outcomes-based regulatory framework for assessing security market quality that includes measurement proxies for market integrity and efficiency.

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Numbers

Kickstart your next research paper, project or report by easily merging, identifying and managing data variables across databases and providers. Numbers facilitates data supply from Worldscope, IBES, TRTH, MQD Insight and Compustat and more.

Visit Numbers website