Vikram Srimurthy


Vik Srimurthy, Consultant at EPFR, conducts quantitative research behind all of EPFR’s current products, focusing primarily on FX and stock flows, to help financial services firms detect money movements and seize market opportunities. Specifically, he helps clients understand how they can gain a competitive edge by using EPFR data to expose market conditions with tools such as the “Bear Detector,” designed to predict bear markets two to three weeks before they arrive.

Additionally, Vikram built the quantitative capabilities of the EPFR research infrastructure, allowing him to revamp all its fund flow models. He demonstrates the efficacy of EPFR data in peer-reviewed journals, educates clients on new research, and uses client feedback to drive further research.

Prior to joining EPFR, Vikram worked as a portfolio manager for LMCG Investments, LLC, managing over $1 billion in emerging markets assets as part of the quantitative equity investment management group. He also served on the buy-side quantitative team at Evergreen Investments.

Outside the office, Vikram, a native of India, spends time training his terrier mix, Koko, and playing bridge competitively.

B.A., Mathematics; Dartmouth College Ph.D., Mathematics - University of California, San Diego.

“I build the tools that help people outperform the markets. We know our tools help people outperform the markets because we have the data to show it. With our fund flows and country allocations, we can isolate FX trends and understand what’s driving them. And with a clear view, we have predictive power.”

Quants Corner: Treading carefully along the frontier
Quants Corner: Treading carefully along the frontier

MSCI developed the classification of country equity stock markets based not only on how advanced, economically, the country is, but also how easy it is for global investors to access its domestic stock market. While most people are familiar with developed and emerging markets, the top two levels, they may not know much about the third, frontier markets.

Quants Corner: Seeking balance in an underused fund group
Quants Corner: Seeking balance in an underused fund group

Balanced Funds, also known as hybrid or multi-asset funds, are a class of funds that contain both a debt and equity within a single portfolio. These funds offer investors diversified exposure that can be adjusted over time — either on a discretionary basis or in response to predetermined markers — and are an important tool for target-date retirement planning.

Quants Corner: Regional strategy | Old wine in a new bottle
Quants Corner: Regional strategy | Old wine in a new bottle

I have always been at a loss to understand why the phrase “old wine in new bottles” is pejorative. After all, if you think about it, you really do want your wine to be old and your bottles new. While on the subject, it is apropos that I bring up the EPFR Regional Strategy, our oldest running quantitative strategy.

EPFR Papers: Bank of Japan’s ETF purchases
EPFR Papers: Bank of Japan’s ETF purchases

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 central bank to officially declare that it was buying exchange-traded funds (ETFs) and Japan Real Estate Investment trusts (J-REITs).