Mr. diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. The firm’s clients include more than one hundred financial institutions in a dozen countries.
Dan serves on the Board of Directors of the Chicago Quantitative Alliance and is an active member of the Financial Management Association, (“QWAFAFEW”), the Society of Quantitative Analysts. Mr. diBartolomeo is a Director of the American Computer Foundation, a former member of the Board of Directors of The Boston Computer Society, and formerly served on the industry liaison committee of the Department of Statistics and Actuarial Sciences at New Jersey Institute of Technology.
ANOTHER STEP IN THE EVOLUTION OF FINANCIAL MARKETS?
Abnormal market behaviour, speculative bubbles and busts, are not new phenomena. Speculative trading has no doubt occurred since the dawn of time, often fuelled by over confidence, greed, easy access to credit, and the siren song of watching other people get rich. As risk model providers, how can we deal with market data that is disconnected from underlying economic reality? In this presentation we discuss the innovative approaches Northfield has pioneered to make risk models adapt to real-world problems with market data, harnessing alternative data and looking for regimes in volatility.