セミナー詳細

Topic 2 - Types of flows (10 mins)
EPFR will explain the differences between various sources of flows information (stock exchange flows, foreign direct
Investment, and portfolio flows) that are available to Asian investors.

What 3rd party research exists (for example IMF papers, academic papers) to help investors get more knowledgeable.

Topic 3 - Flows and the investment process (40 mins)
3A) Understanding flows’ information value as a systematic and discretionary input: tips from EPFR’s Head of Quantitative Research
• Cross-sectional vs time series approaches
• Flows as a complement to other factors such as price – where is the additive value
• Leveraging differences in investor type, flow type (retail vs institutional, active vs passive)
• In which asset classes, and when, are flows particularly important.

3B) Case Studies - actual examples of how investors are using flows to add value
• Country selection
• Sector rotation strategies
• Foreign Exchange trading
• Multi-asset investing