Zakim bridge

Estimator

The New Frontier Estimator is the investment forecasting application included in the Asset Allocation System.  The Estimator creates inputs for the Michaud Optimizer.  It combines modern statistical methods in a feature-rich interactive graphic interface.  The Estimator uses a wide spectrum of convenient state-of-the-art facilities to merge quantifiable information from multiply sourced data and forecasts into risk and return estimates.  New Frontier’s expertise in finance, economics, mathematical statistics, computer science, software development, and institutional investment experience are built into the software to enhance estimates’ investment value.  The procedures in the Estimator manage historical returns and investor information so that users start the optimization process with the best possible estimates.  

Estimator Risk Return graph

Move on the the Optimizer.

Research in the Estimator
Our research section contains several articles on input estimation.