Quants Corner, Quant Insights 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,... Mar 28, 2024
Quants Corner, Quant Insights 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... Mar 14, 2024
Quants Corner, Quant Insights 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... Feb 22, 2024
Quants Corner, Quant Insights 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... Jan 11, 2024
Quants Corner, Quant Insights 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... Dec 01, 2023
Quants Corner, Quant Insights 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’... Oct 31, 2023
Quants Corner, Quant Insights 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... Sep 29, 2023
Quants Corner, Quant Insights 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... Aug 06, 2023
Quants Corner, Quant Insights 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... Jul 14, 2023
Quants Corner, Quant Insights 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... Apr 20, 2023
Quants Corner, Quant Insights 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... Mar 03, 2023
Quants Corner, Quant Insights 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... Jan 30, 2023
Quants Corner, 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... Jan 11, 2023
Quants Corner, Quant Insights 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... Dec 14, 2022
Quants Corner, Quant Insights 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... Nov 29, 2022