Off the wires: Japan government bonds: Is there a coming outflow?
Is there a coming outflow in Japan’s long-dated government bonds? Where might this money be reallocated to? Who is the investor? EPFR Quant...
Quant Insights
Energy funds in a time of war
This blog will examine the impact the conflict between Russia and Ukraine has had on global energy markets and the calls investors have made during...
Off the wires: Fusion energy breakthrough by US scientists boosts clean power hopes
High energy prices have been a norm for 2022 with consistent pressure from the Russia-Ukraine conflict as it leans into the 300th day mark, while...
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...
Separating the wheat from the chaff in China
Of the $82 billion that investors committed to all EPFR-tracked Emerging Markets Equity Funds through the first 10 months of 2022, three-quarters...
Inflation is on the rise. So is fear
Driven by supply chain, labor market and energy supply issues, consumer prices are surging at a rate last seen in the 1970s and 1980s. To what...
Quant MeetUp: Mutual funds data and strategies for post-QE world
Join our Quants Corner MeetUp group, hosted by Quants for Quants. Our first MeetUp, ‘Quant in a cold climate: Talk mutual fund data and strategies...
Quants Corner – Signs of a thaw for Club Med
Portugal, Ireland, Italy, Greece and Spain were hit badly in Europe’s 2009 sovereign debt crisis. However, equity funds dedicated to the Club Med...
Out with the old, in with the other
In the financial world, the search for the ‘new normal’ started in the aftermath the great financial crisis as central banks unleashed unprecedented...
Pace of green – One fund steals march in Mexican ESG
It’s amazing how much money one fund can gather when it hits a sweet spot. Last month, money poured into the Mexican ESG category, continuing a...
Swiss ESG bonds ride market wave but buyers should beware
ESG funds soaked up inflows again in March, and the Swiss bond market was the biggest sponge.
Global ESG standards seek cohesion, but face uphill challenge
The massive flows of money into environmental, social and governance (ESG) investments over 2020 continued into January and February, according to...
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...
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...
Getting the right balance on commodities exposure
It is an article of investible faith that geopolitical and financials crisis, natural disasters and epidemics translate into greater demand for gold...