CLOs emerging from the CDO shadow
Modern CLOs and CDOs are regarded as much safer than their pre-crisis versions. But where, in the spectrum of major fixed income asset classes do...
Quant Insights
American politics: Where’s the information advantage?
The impending US Presidential election, which pits Democratic Vice President Kamala Harris against former Republican President Donald Trump, is...
Electric Vehicles: Where to garage them?
We look at EV Funds within the universe of ETFs and mutual funds tracked by EPFR and their relationship to the Sector Fund groups they are most...
Another vote for divided government?
During the first week of July, the UK held, and France concluded, general elections that resulted in significant changes to both countries’...
EM Debt Markets: Finding a jewel in GEM allocations
The decade that started in 2020 has, so far, been a bumpy one for emerging markets bonds and those that invest in them. The Covid pandemic, interest...
Is there still hope for Middle Earth?
Cheerleaders for the UK’s stock market are thin on the ground these days. They are even thinner when it comes to the small and mid-cap spaces, with...
Surprising value in the space between expected and delivered
This Quant’s Corner will explore the gap between destination and arrival in the investment process using EPFR’s Stock Flows & Holdings data,...
Corporate America’s trillion dollar put
Last year, US companies spent over $1 trillion buying back their own shares. It was the third consecutive year in which repurchases topped the $1...
Getting ready for an anomalous election
Although the 2024 US presidential election looks likely to be a re-run of the 2020 contest, it still meets the classic definition – irregular,...
Ex-China Funds: A shooting star or a new constellation?
The debate among investors over China’s place in the emerging markets universe and the appropriate level of exposure to the world’s second-largest...
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...
AI Funds: On which frontiers?
As a catalyst for market optimism, artificial intelligence (AI) and the productivity gains it promises was arguably the runaway leader in 2023. The...
Unlocking value from Japanese sectors
Investing in Japan during the lost decades that followed the collapse of a major property bubble in 1991 has been challenging. This year, however, a...
Copper, a silver bullet for a commodities strategy?
The brightest star in the commodities firmament? That changes from day to day in response to shifts in supply and demand. But copper, or ‘red gold’...
Putting a premium on T+0.5 data
In this Quants Corner, we demonstrate that Premium Daily Flows data can be harnessed through quantitative analysis and modeling to deliver strong...