Following the IGM deal flow to capture alpha in the corporate bond market
According to Informa Global Markets (IGM), their Deals Database shows total year-to-date bond issuance hit €2.36 trillion through the end of...
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).
FX allocations quantitative strategy
With a daily [trading] volume of over $5 trillion, the foreign exchange (FX) market is the largest investible market. One of the keys to success in...
Quants Corner – Frugality: A virtue whose time has come or gone?
The freedom to deploy fiscal policy unfettered by the European Union’s budgetary rules may prove to be a godsend for the UK as it battles the...
The predictive power of EPFR data: A Quantitative perspective
Predictive power of EPFR: a Quants perspective Our webinar demonstrates the ‘predictive power’ of EPFR Fund Flows and Allocations data....
Central banks: Policy moves and their impact during the Covid crisis
EPFR Research Director, Cameron Brandt, and Quantitative Analyst, Sayad Baronyan, look at policy moves and their impact during the COVID-19...
Quants Corner – Bulls in an FX shop
Getting good data that produces valid, timely signals is a cornerstone of profitable investing across all asset classes. Investors, asset managers...
Investigating the evolution of hedge funds positioning European sectors and potential explanations during the recent crisis
Holding a short position in European equities was a very prescient – or lucky — bet in March. Some were more fortunate than others in terms of...
Changes in hedge fund short positioning after the start of Covid-19 crisis
As we highlighted in the previous post, one of the few investment vehicles likely to profit from the recent COVID-19 rout of European asset markets...
Exploring hedge fund short positioning in European sectors before the market sell-off using Caretta data
Since the COVID-19 pandemic started accelerating in Italy in late February, European markets have tumbled. Almost all European stocks are in...
Quants Corner – Money market fund flows: Fear is not their only signal
With the impact of the Covid-19 virus on day-to-day life and the global economy growing by leaps and bounds, fund flows are reflecting the biggest...
Quants Corner – Brazil economy 2020 bust or boom?
Skyscrapers are always a good indication of growth in a country. For instance, Mirante do Vale is a vast office building built in 1960 in downtown...
Quants Corner – Capture wisdom crowds ahead of UK elections
UK General Elections have had a long-standing tradition of running on a Thursday. The most cited reasons for the election falling on a Thursday, has...