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...
Quants Corner
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...
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...
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...
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...
Can machine learning algorithms improve strategies using asset class?
In-depth research conducted by EPFR’s quantitative team utilizing machine learning algorithms leads us to believe that the answer to this question...
Quants Corner – Evergrande: Telling when it isn’t
Evergrande, ranked among the Fortune Global 500, is the second-largest real-estate property developer in China with over 100,000 employees and...