Christopher Kantos is senior equity risk analyst at Northfield. Joining the firm in 2007, Chris now has responsibility for the analytical estimation and data production of all equity risk and transaction cost models of the firm. He is active in numerous investment industry associations including the Chicago Quantitative Alliance, the International Association for Quantitative Finance, and Boston QWAFAFEW. Chris has done public presentations in seven countries including the London Quant Group, the CQA, the IAQF and Northfield events. Mr. Kantos is a magna cum laude graduate of Tufts University in Computer Engineering.

Rapid Conditioning of Risk estimates Using Quantified News Flows
In December of 2017 Northfield introduced the first commercially available factor risk models that incorporates computerized analysis of news text directly into volatility risk forecasts for individual stocks, corporate bonds, industry groups and ETFs based on market indices. Market events in early 2018 provided several excellent examples of why we believe that Risk Systems That Read® is the most significant innovation in factor risk models in more than three decades. We will illustrate show how recent news events drove financial market outcomes for Wynn Resorts, Wynn Macau, Facebook and Wanda Hotels (HK). Each day the content of thousands of news articles are now part of the input for the full range of models available from Northfield. The line of research that led to this innovation stretches back to 1997, and includes five published papers by Northfield staff [diBartolomeo and Warrick (2005), diBartolomeo, Mitra, Mitra (2009), diBartolomeo (2011,2013,2016)]. Beyond the obvious improvement in risk estimation, the method has important implications for alpha generation by both quant and traditional for active managers.

The Event will Start In