EPFR’s Sector Rotation Strategy: Taking a look from the bottom‑up
EPFR’s Sector Rotation Strategy is one of the staple macro strategies created in recent years by the data provider’s Quant Team. The signals...
Azalea Micottis
Azalea Micottis joined EPFR in 2020 as Quantitative analyst, navigating EPFR’s vast database of mutual fund and ETF flows and positioning data, and discovering new thematic insights. She provides consultative services to buyside and sell-side clients on systematic investment strategies, adding context to the direction and trends in EPFR data.
Prior to EPFR, Azalea worked at Bloomberg as a member of the Equity Analytics and BQuant Analytics teams, building her knowledge and expertise within the fund flows space. In her role, she worked closely with clients to integrate Bloomberg’s data and quantitative platforms into their everyday workflows and strategies.
Azalea holds an MSc Management from Imperial College Business School, London, and an MSc Chemistry from Imperial College, London and École Normale Supérieure, Paris.
Market Insights: Retail flows
During this session, Quantitative Analyst Azalea Micottis showed how EPFR’s fund flows data can work with retail flows to uncover key insights for...
Off the wires: Money market funds swell by more than $286bn amid deposit flight
The collapse of several US regional banks and the UBS-Credit Suisse merger in March spurred investors to look for alternative homes for their money....
Retail flows: The wisdom of “dumb money”
In this blog, we utilize some of EPFR’s oldest strategies to test the predictive powers of the retail flows captured in the universe of 150,000...
Market timing: Making the jump from relative to linear
Until now, the majority of the strategies developed and back tested by EPFR’s Quant Team have been based on the concept of selecting and rotating...