Introduction
Macro Strategy Signals
Flow Momentum
Active/Passive Indicator
EPFR Stock Factors
Daily Factors:
Monthly Factors:
EPFR API
Quick Start
API Install
API Login
API Call
Example API call
API Date Format
Supplemental Libraries
API Flow-Percentage
API Flow-Percentage Country Strategy
API Multi-Asset Region Strategy
API Multi-Asset FI Strategy
API Dictionaries
EPFR.r Library
Set-up
Strategy Functions
Total Return Index
Compunding Flows
Model
Example
EPFR Data & Filters
Video Explanations
Asset class focus
Fund type
Investor type
Currency of flows
Fund domicile or Geographic focus
Theme
Sector
Style
Duration
Individual managers
Macro Strategies
1
Multi-Asset Strategy
1.1
Data
1.1.1
Aggregations
1.1.2
Daily Percentage Flow
1.1.3
Aggregate Flow File
1.1.4
Return File
1.2
Strategy Implementation
1.2.1
Compounding Flows
1.2.2
Total Return Index
1.2.3
Subset files
1.2.4
Ranking Asset Classes
1.2.5
Model
1.2.6
Performance
2
FX Strategy
2.1
Data
2.1.1
Aggregations
2.1.2
Daily Percentage Flow
2.1.3
Aggregate Flow File
2.1.4
Return File
2.2
Strategy Implementation
2.2.1
Compounding Flows
2.2.2
Ranking Currencies
2.2.3
Model
2.2.4
Performance
3
Flow-Percentage Country Strategy
3.1
Data
3.1.1
Aggregations
3.1.2
Daily Percentage Flow
3.1.3
Aggregate Flow File
3.1.4
Return File
3.2
Strategy Implementation
3.2.1
Compounding Flows
3.2.2
Total Return Index
3.2.3
Ranking Countries
3.2.4
Model
3.2.5
Performance
3.3
Publications
4
Flow-Percentage Sector Strategy
4.1
Data
4.1.1
Aggregations
4.1.2
Daily Percentage Flow
4.1.3
Aggregate Flow File
4.1.4
Return File
4.2
Strategy Implementation
4.2.1
Compounding Flows
4.2.2
Total Return Index
4.2.3
Ranking Sectors
4.2.4
Model
4.2.5
Performance
5
Active/Passive Country Strategy
5.1
Data
5.1.1
Aggregations
5.1.2
Active/Passive Indicator
5.1.3
Aggregate Indicator File
5.1.4
Return File
5.2
Strategy Implementation
5.2.1
Moving Sum of Indicator
5.2.2
Total Return Index
5.2.3
Ranking Countries
5.2.4
Model
5.2.5
Performance
6
Active/Passive Sector Strategy
6.1
Data
6.1.1
Aggregations
6.1.2
Active/Passive Indicator
6.1.3
Aggregate Indicator File
6.1.4
Return File
6.2
Strategy Implementation
6.2.1
Moving Sum of Indicator
6.2.2
Total Return Index
6.2.3
Ranking Sectors
6.2.4
Model
6.2.5
Performance
7
Flow-Percentage DM Rates Strategy
7.1
Data
7.1.1
Aggregations
7.1.2
Daily Percentage Flow
7.1.3
Aggregate Flow File
7.1.4
Return File
7.2
Strategy Implementation
7.2.1
Compounding Flows
7.2.2
Ranking Countries
7.2.3
Model
7.2.4
Performance
Alternative Macro Strategies
8
Flow-Percentage Daily Fixed-Income Strategy
8.1
Data
8.1.1
Aggregations
8.1.2
Daily Percentage Flow
8.1.3
Aggregate Flow File
8.1.4
Return File
8.2
Strategy Implementation
8.2.1
Total Return Index
8.2.2
Ranking Asset Classes
8.2.3
Model
8.2.4
Performance
Stock Factors
9
Overview
Data Location
Data Derivation
10
Flow Momentum
FloMo
11
Smart Money
References
FloTrend
FloDiff
FloDiff2
ActWtTrend
ActWtDiff
ActWtDiff2
12
Manager momentum
AllocMo
AllocTrend
AllocDiff
13
Ownership Dispersion
Herfindahl
Fund Count
References
14
Conviction
AllocSkew
15
Index Curse (Share Suprise)
ShsSurp
16
Backtest Example
Functions
File name
Format file
Fetchs file
Import Data
EPFR Stock Factor data
Returns data
Strategy Implementation
Results
FAQ
EPFR Macro Strategey Files
Returns Information
Country Flows
Stock Flows
Geographic Focus Breakdown
Stock Flows GeoFocus Breakdown
EPFR
EPFR Strategy Notebooks
Video Explanations
Asset class focus
Fund type
Investor type
Currency of flows
Fund domicile or Geographic focus
Theme
Sector
Style
Duration
Individual managers