Dan diBartolomeo Founded Northfield Information Services, Inc. in 1985 and serves as its President. Before starting Northfield, Mr. diBartolomeo served as Director of Research of a New York investment firm, where he was responsible for investment strategy and equity, fixed-income, and derivatives research. In addition, he serves on the Board of Directors of the Chicago Quantitative Alliance and the advisory board of the International Association of Financial Engineers. His most recent publications are "Just Because We Can Doesn't Mean We Should: Use of Daily Data in Performance Attribution" published in the Spring, 2003 Journal of Performance Measurement, and the "DSI Catholic Values 400" (with Lloyd Kurtz in Journal of Investing 2005) and "Measuring Investment Skill using the Effective Information Coefficient" in the Fall 2008, Journal of Performance Measurement. Dan teaches a course in Advanced Quantitative Techniques for the Boston Security Analysts Society. He received his degree in applied physics from Cornell University.
Event | Title | Organization |
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CQA Spring 2012 | Single Country vs. Multi County; Challenges in International Investing | Northfield Information Services |
CQAsia 2013 | The Near Death Experience of Quant Management | Northfield Information |
CQAsia 2012 | Perspectives in Risk Management | Northfield Information |
CQA Fall 2000 | Tax Sensitive Investing | Northfield |
Best Practices 2014 | Model Development and Validation | Northfield |
CQAsia 2014 | Risk Management Priorities for Pension Funds | Northfield Information Services |
CQAsia 2015 | The Choice of Model Factors Under Multiple Definitions of Risk | Northfield Information Services |
CQAsia 2016 | Backtesting: A Useful Tool or 'Financial Charlatanism'? | Northfield Information Services |
CQAsia 2018 | Return and Risk in Endogenous Time | Northfield |
CQA Fall 2020 | What the Pandemic Taught Us About Factor Returns: Real Alpha is Still Better Than Smart Beta | Northfield Information Services |
CQAsia 2019 | “Portfolio Construction Under Economic Scenarios” | Northfield |