EPFR Webinar: “Sell in May and go away until 2025?”
EPFR’s CIO, Sayad Baronyan, and Research Director, Cameron Brandt, will explore the road ahead and the key issues facing investors during Q2 and...
Sayad Baronyan
Sayad Baronyan, Chief Innovation Officer, leads research and development efforts at EPFR. His team mines fund flows and positioning data, develops quantitative and qualitative research content, and creates analytics around EPFR’s datasets.
Before joining EPFR, Sayad headed the multi-asset funds desk at HSBC Global Asset Management in Istanbul, where he managed roughly $500 million of assets under management and a range of products in the multi-asset space. He leverages his portfolio management background to offer deeper insights to clients. He is also a Research Associate at the Financial Markets Group, London School of Economics.
Outside the office, Sayad, a native of Istanbul, is an avid football fan and a prolific reader of financial economics who devotes most of his time to his family.
MSc, Computational Science - Istanbul Technical University.
Ph.D, Finance - Özyeğin University (Istanbul).
Market insights: Investor sentiment following SVB’s collapse – Macro and micro perspectives
A week after Silicon Valley Bank’s collapse, we use EPFR Fund Flows and Allocations data to measure the real impact on investor...
EPFR Papers: Estimating asymmetric price impact
This paper studies the asymmetric price impacts mutual fund and ETF flows have on individual stocks in demand-based asset pricing.
Comfort with China exceeds $1 trillion
At the turn of the century, investing in China was viewed as a risky proposition. Foreign access to a notoriously volatile, retail-driven equity...
Central banks: Operating in the post-Covid policy environment
In the aftermath of the Covid pandemic’s initial onslaught, central bankers proved their policy toolkit had not – as feared – been exhausted by the...
A rising tide lifts some (Japanese) boats: The Bank of Japan’s ETF purchases and their impact on market signals for individual stocks
The Bank of Japan has been the pace-setter among central banks when it comes to purchasing non-government financial securities. It was the first...
EPFR’s 2021 Q1 wrap – Reflation, inflation and volatility – Webinar
The first quarter of 2021 saw the global reflation vs. inflation story develop. February brought with it a record number of flows into equity funds...
Brexit, equities, bonds and global risk appetite – Infographic
The world’s major central banks are embarking on another round of financial repression, the US administration is giving its protectionist instincts...
Quants Corner – To rotate or not rotate, that is the question
As vaccination numbers around the world creep up, US consumers find themselves awash in cheap credit – and, in some cases, ‘helicopter money’ – and...
Quants Corner – Is volatility coming out of the doldrums?
It feels like a long time, but it was only three years ago when the VIX index, the benchmark for measuring market volatility, hit an all-time...
Quants Corner – Finding value in negative flows
Despite the strong rebound seen during November, this year has been a tough year – in flow terms – for both Emerging and Developed Markets Equity...
Introducing EPFR FX Allocations Data: Achieve predictive power
The final two months of 2020 should resolve what flavour of political leadership the US will enjoy for the next four years and whether the next...