Northfield’s Adaptive Near Horizon Models are a suite of models for forecasting risk over short horizons. Every Northfield long-term model is available in an adapted near horizon form that retains the intuitive, proven factor structure of its long horizon counterpart. The model is adapted to fit instantaneously observed market information that may deviate quite dramatically from the long-term norm.
- Designed to predict near term risk in every market covered
- Gives managers and traders the most current measure of portfolio risk
- Based on the belief that current market conditions contain the most relevant information about near term behavior
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