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...
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...
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...
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...
Quants Corner – Trick? Treat? Or contrarian FX signal?
In late October the mind – at least in the US – turns to brews, potions and mixtures as Halloween looms and faux witches cauldrons dot suburban...
Quants Corner – The utility of water has never been clearer
EPFR’s data can be filtered in dozens of ways, including sifting through lists of individual funds to create bespoke groups. A recent example is the...
Quants Corner – When Beijing squeezes, where does the money go?
The cancellation of Ant Financials’ scheduled IPO last November signaled the start of a sustained push by Chinese regulators to clip the wings of...
Quants Corner – Cruising to Alpha
In early June hundreds of Venetians gathered to protest the return of giant cruise ships to their famous city on Italy’s Adriatic coast. Waving...
Quants Corner – Growth vs value in 2Q21: Chasing under-performance?
Tech is back! After five months of some ups and more downs, the month of June has been kind to the technology sector. From the mid-May low, the...
Quants Corner – A clearer view over the hedge
Historically, it has been hard to extract signals from aggregated hedge fund data that can (a) be integrated into existing investment processes or...
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...
Quants Corner – To rotate or not rotate, that is the question
As vaccination numbers around the world creep up, US consumers find themselves awash in cheap credit – and, in some cases, ‘helicopter money’ – and...
Quants Corner – Getting ready for the ‘transitory’ guest
The US Federal Reserve believes the recent gains made by inflation will be temporary, and that the headline rate will be at or around its 2% level...
Collective investment trusts: The latest wrinkle in fund time
EPFR currently tracks over 133,400 shares classes offered by mutual, ETF, hedge funds and other vehicles that encompass over $46 trillion worth of...