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Company Data

Northfield Products

An overview of Northfield Products 

Founded in 1985, Northfield is a market leader in developing open, analytical models to identify, measure and control risk for the investment management industry. These risk models cover most marketable securities traded worldwide. Based upon sound investment theory, Northfield’s products and services have stood the test of time from users within the global institutional investment community. The risk models are broken down by geography – global, regional or country, and applied by users of the Northfield Open Optimization analytical system. Northfield's Both analytical tools and risk models are completely transparent which allows clients access to all factor data and underlying assumptions.

Northfield's risk models embody the same core factor structure across asset classes and securities markets, allowing risk to be rolled up from single country to firm-wide exposure – thus, making “risk bets” transparent and comparable.

Key facts 

  • Data format
    SQL
  • Delivery mechanism
    Deployed/Onsite Servers
  • Publishing frequency
    Bimonthly
    Monthly

Features & Benefits

What you get with Northfield Products 

  • Many choices to fit investor’s preferences - NIS series for robustness; XRD series for maximum factor decomposition.
  • Parsimonious - stable observable interrelationships; fluid regime shifts; actionable information.
  • Calibrated by outside variables - risk systems that read; option implied volatility; intra-period high/lows; market cross-sectional dispersion; VIX.
  • Continuously variable time horizons - blending short term and standard data for any forward period up to one year; factor-based simulations with explicit event overlays for longer horizons.
  • Blind factors for residuals - insurance that all systematic effects have been captured; picking up transitory systematic effects.
  • Northfield open optimizer - enables the creation of a portfolio that delivers more return for each level of risk and reflects your preferences and beliefs. Integrate with all Northfield risk models and any 3rd party or internally developed models. Analyze a portfolio’s factor “bets” and see recommended buys and sells. Incorporate transaction costs, taxes and a wide range of user-defined and regulatory constraints like the UCITS 5/10/40 rule.
  • Northfield NIS risk models - updated monthly, cross-sectional equity model; US fundamental, hybrid time series equity models; US macroeconomic, single country and regional, global, multi-asset class hybrid time series model; Everything Everywhere (EE) coverage includes all publicly traded securities plus derivatives, private equities, hedge funds and real estate; REIT models include US REIT and global FTSE EPRA/NAREIT.
  • Northfield XRD equity risk models - updated weekly using four-week return observations, double hybrid methodology (combines cross sectional and time series) plus statistical factors. Coverage includes Global, US, Europe, Japan, Asia exc. Japan, Latin America, natural resources, global emerging, global developed.

How it works

 Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

QA Direct

QA Direct – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data.
Data Formats:
SQL
Delivery Mechanisms:
Deployed/Onsite Servers
Publishing Frequencies:
Monthly
Bimonthly

Call your local sales team

Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404

Europe, Middle East, Africa
Europe: +44 20 7542 9676
Africa: +27 11 775 3188
Russia and CIS: +7 495 961 0100
Middle East & North Africa: +971 4 453 6768

Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494 
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: 001 803 065 067
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576

 

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