Northfield Information Services

Northfield models financial markets worldwide and provides sophisticated analytics services to help investors identify, analyze and quantify investment risk

[Northfield Information Services @northinfo]

Dan diBartolomeo will discuss analytical methods for economically quantifying the impact of a possible operational risk failure, such as the inability of a “back office” or contracted administrator. To register: https://t.co/7ztfUJVd9V #assetowner #investmentrisk #operationalrisk

[Northfield Information Services @northinfo]

Dan diBartolomeo will analyze Northfield model factor return histories to identify relevant cases where the correlation of cumulative factor returns is higher and more stable than for period-by-period returns. Register: https://t.co/7ztfUJVd9V #factorreturns #cointegration

[Northfield Information Services @northinfo]

Registration is now open for Northfield's next research webinar which will be presented by Northfield President Dan diBartolomeo. To register: https://t.co/7ztfUJVd9V #SP500 #separatelymanagedaccounts #indexfunds #taxableinvesting #capitalgaintaxes #liquidity #quantitativefinance

[Northfield Information Services @northinfo]

Now available with a feature article by Northfield's Dan diBartolomeo and a Technical Support Tip from Mike Knezevich and the Northfield/IAQF Financial Engineer of the year announcement. Available here https://t.co/rsyvtE4WPT

[Northfield Information Services @northinfo]

"Forecasting Equity Sector Returns Under an Oil Supply Shock" is a new essay by Northfield President Dan diBartolomeo. Available here and on Northfield's website: https://t.co/pZFurEhiUR #oilshock #oilsupply #shippingcosts #macroeconomicmodel #quantitativefinance #iranwar

[Northfield Information Services @northinfo]

The 6-day Advanced Risk and Portfolio Management Quant Bootcamp training is well established in quant circles, We’re offering a 20% discount for Northfield affiliates. visit this page, https://t.co/7nrWAsB805 select, ''Affiliate'' then choose ''Northfield'' from the dropdown menu

[Northfield Information Services @northinfo]

Northfield's Dan diBartolomeo will provide analytical output describing the likely performance of equity sectors, both US and globally under an oil shock driven by geopolitical conflict. To register: https://t.co/7ztfUJVd9V

[Northfield Information Services @northinfo]

Northfield's Dan diBartolomeo will discuss methods to assess residential real estate risk and analytical approaches to deal with the more than $15 Trillion invested in US MBS. To register: https://t.co/7ztfUJVKZt #gnma #freddimac #fanniemae #mortgagebackedsecurities, #mbs

[Northfield Information Services @northinfo]

"A $30 Billion Annual Benefit to US Investors" is a new essay by Northfield President Dan diBartolomeo. Available here and on Northfield's website: https://t.co/HzcsH1sXyb #rule35d1 #sec #bernardmadoff #quantitativefinance #quantamental

[Northfield Information Services @northinfo]

Bruno Dupire is the Global Head of Quantitative Research in the CTO Office at Bloomberg. Please join both organizations in congratulating Bruno! He will be honored on May 19 in New York City. To learn more, https://t.co/5hlwwhUFry

[Northfield Information Services @northinfo]

Northfield President Dan diBartolomeo will focus on one of the most fundamental characteristics of equities, the dividend yield. To register: https://t.co/7ztfUJVd9V #dividendyield #sharperatio #capm #factorreturns #stockreturns #quantitativefinance #quantamental

[Northfield Information Services @northinfo]

Northfield President Dan diBartolomeo will explore the relationship of physical gold as a financial asset to related traded securities such as gold mining equities, ETFs, and mutual funds.. To register: https://t.co/7ztfUJVd9V #gold #silver #inflation #sovereignwealth #mutualfund

[Northfield Information Services @northinfo]

Dan diBartolomeo will describe a technique to determine the optimal amount of history to use when analyzing a factor return time series. The methodology focuses on Northfield's proprietary SIPE metric. To register: https://t.co/7ztfUJVd9V #factorreturns #riskforecasting

[Northfield Information Services @northinfo]

Northfield's Dan diBartolomeo will provide a general mathematical framework with which all investors can formalize “Risk On, Risk Off” (RORO) decisions. To register: https://t.co/7ztfUJVKZt #fixedincome #tacticalassetallocation #roro #markettiming #quantitativefinance

[Northfield Information Services @northinfo]

Northfield President Dan diBartolomeo will describe the two major theories for how interest rates move through time: equilibrium models and the arbitrage-free models. To register: https://t.co/7ztfUJVd9V #equilibriummodels #arbitragefreemodels #zerocouponbonds #fixedincome

[Northfield Information Services @northinfo]

With the deregulation of investing in private asset funds, “interval” funds have become more widely available. Dan diBartolomeo will discuss our approach to the analytical challenges of these funds. Register: https://t.co/7ztfUJVKZt #privateequity #illiquidassets #intervalfunds

[Northfield Information Services @northinfo]

Dan diBartolomeo will present an entirely new closed form model which is a substantial advance over both deterministic models and simulation-based extensions of the “Yale” model. To register: https://t.co/7ztfUJVKZt #cashflows #retirementaccount #takahashialexander #yalemodel

[Northfield Information Services @northinfo]

The most widely used metric for portfolio risk is tracking error. Northfield's Dan diBartolomeo will discuss the nuances of tracking error as in should (or should not) be applied in various investment funds. To Register: https://t.co/7ztfUJVKZt #assetmanager #porfoliomanager

[Northfield Information Services @northinfo]

Registration is now open for Northfield Information Services next research webinar which will be presented by Northfield President Dan diBartolomeo. To register: https://t.co/7ztfUJVKZt #portfoliooptimization #bayesianadjustment #estimationerror #portfoliocompostion

[Northfield Information Services @northinfo]

There is little research on how ESG considerations should be applied to fixed income securities. Dan diBartolomeo will propose a tractable framework for fairly implementing ESG requirements on balanced portfolios. https://t.co/7ztfUJVKZt #esg #greenbonds #unitednations