Buyside

Quantitative Research

EPFR empowers quantitative and quantamental investors to create and enhance systematic models with timely, granular Fund Flows and Allocations data. EPFR clients can uncover new signals by integrating EPFR’s investor sentiment data with traditional price, fundamental, and macro factors. 

Used for both alpha generation and risk management overlays, EPFR data helps quantitative teams find new momentum signals, uncover crowding and rotation dynamics, and develop new factors.  

Our data: 

• Fund Flows–Intraday, daily, weekly and monthly insights into global inflows and outflows, enabling the identification of sentiment shifts, momentum, and crowding risks across asset classes, countries and industries. 

• Fund Allocations– Detailed visibility into portfolio positioning by country and industry to support factor construction, back-testing, and top-down allocation decisions. 

• Stock Flows – Daily, weekly monthly insights into how much capital is moving in or out of a particular stock or security, helping identify sentiment shifts, crowding, and rotation at the single-name level. 

• Stock Allocations – Visibility into the average allocation to a given stock within a specific fund group to support factor construction and back-testing. 

• Equity Holdings – Detailed view into the as-reported monthly equity holdings of each fund enabling the identification of sentiment shifts, momentum and crowding risks and supporting factor construction and back-testing.  

• Specialized Data (e.g. FX Allocations) – Targeted views into currency-related allocations to help interpret cross-border risk, assess hedging behavior, and understand how managers are expressing macro and risk-on/risk-off views through FX.