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...
Quants Corner
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...
An unusual visitor comes knocking on Japan’s door. Did it RSVP?
After literally decades of being on the losing side despite serial, increasingly massive quantitative easing programs, the Bank of Japan (BOJ) has...
Early-release flow data: jumping on a bandwagon?
EPFR’s daily flow data is usually released around 5 pm Eastern Standard Time (EST) the following business day. That is – narrowly – too late to...
When ETF flows confound expectations
From time to time, EPFR’s clients alert us to anomalous flows into exchange traded funds (ETFs) that occur on a specific day and for a specific...
For bond fund flows, green is gold
EPFR’s Vik Srimurthy uses our fund flows data to analyse the evolution of SRI/ESG funds (also called “green bonds”), and their...
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...
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...
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...
Hong Kong and Singapore: A tale of two cities
Four months after the Covid-19 pandemic swept across the world, China imposed a new national security law on Hong Kong.
Market timing: Making the jump from relative to linear
Until now, the majority of the strategies developed and back tested by EPFR’s Quant Team have been based on the concept of selecting and rotating...
Predicting bear markets – before they are in your trash can
For several years EPFR has, periodically, published an internally developed indicator to detect whether or not current conditions are consistent...
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...