You don’t drive your car by watching in the rear-view and side mirrors. Why should you quantify risk that way? Historically, that’s what we have been doing. Until now.
Introducing Risk Systems That Read, a profound improvement on near and medium-term horizon risk estimation in a variety of portfolio management, trading, and credit risk applications.
Unlike risk models that rely only on snippets from the past, Risk Systems That Read quantifies risk based on the quantity and type of news, providing a more accurate and rare understanding of risk. It delivers the stability of longer-term model forecast enhanced by rapid adaptation to changing market conditions and broad asset coverage.
For most active managers, using Risk Systems That Read will have the most impact on alpha estimation as well as portfolio risk and optimization for high turnover portfolios, especially hedge funds.
Can it impact your work? Take a look through the resources on this page. Better yet, let’s talk. We would love to explain how risk systems will never be the same again. To learn more about Risk Systems That Read, or to schedule a demonstration, contact your Northfield Representative, firstname.lastname@example.org, or call 617.208.2050.