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About Sayad

UK

+13 year(s) experience

Sayad Baronyan specializes in quantitative strategies, new data product development, and research consultation. He joined Informa Financial Services, EPFR in November 2018, as a quantitative analyst. In his role, Sayad focuses on building and maintaining quantitative strategies, giving clients consultation about these strategies and authoring white papers and blog posts. Prior to Informa Financial Services, Sayad held positions at HSBC in the Multi Asset Funds Team, and Fortis as Senior Analyst. Sayad graduated with a doctorate in Finance from Özyeğin University and a MSc in Computational Science from Istanbul Technical University.

Analyst Articles

Articles by Sayad

  • EPFR Fund Flows

    Quants Corner

    By Sayad Baronyan 12 Nov 2019

    Quants Corner

    Investors: Capture the wisdom of the crowds ahead of UK Elections UK General Elections have had a long-standing tradition of running on a Thursday. The most cited reasons for the election falling on a Thursday, has been town ‘market’ days which increased the chances of footfall, another, there appears to be a concomitant increase in voter turnout. No one wants elections, for instance, on a Friday, where pay days could lead to a rise in the number of newly-paid, and newly inebriated, voters at the polls!

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Sayad Baronyan 24 Sep 2019

    Quants Corner 0924

    The Global oil market: winners and losers, following the Saudi facility attack – a fund flow perspective During the first quarter of this year officials from Tadawul, Saudi Arabia’s main stock exchange, told Reuters that they were anticipating significant flows into the kingdom’s equity markets. The reason for their optimism was Saudi Arabia’s promotion from frontier to emerging markets status, with the attendant expected inclusion of Saudi stocks in major emerging market benchmarks.

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Sayad Baronyan 20 Aug 2019

    Quants Corner 0820

    Waking up in a house you own free and clear, with any mortgage fully paid off, is a dream for most of us these days. But what about waking up in a house that pays you to own it?

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Sayad Baronyan 29 Jul 2019

    Quants Corner 0729

    Possibility of First Rate cut in more than a decade – What to expect in terms of Flows? Going into the US Federal Reserve’s next policy meeting at the end of July, Fed Chair Jerome Powell has made it clear that (a) rising trade tensions are sapping both the US and global economies and (b) Fed policymakers are willing to cut short term interest rates to sustain the current, decade-long recovery. As a result, markets are expecting the FOMC will deliver its first rate cut since 2008.

    Topic Industry News

  • EPFR Fund Flows

    The Global Evolution of Low Volatility Investment in Asset Management

    By Sayad Baronyan 16 Jul 2019

    The Global Evolution of Low Volatility Investment in Asset Management

    In recent years, investors scarred by the wild market and asset prices swings that followed the bursting of the dot.com bubble, the sub-prime debt implosion and the European debt crisis have developed a healthy – and growing appetite for low-volatility strategies. Asset managers are responding to this demand. According to data from Informa Financial Intelligence’s EPFR, by mid-2Q19 there were 204 low-volatility funds globally with a total Asset under Management (AuM) of over US$130 billion. US-based firms account for three-quarters of the current total, but interest is growing in other parts of the world and the number of globally mandated low-volatility funds has increased significantly in recent years. This has been accompanied by an increase in the number of benchmark indices, highlighting the fact that the current spectrum of low-volatility strategies is underpinned by multiple methodologies.

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Sayad Baronyan 16 Jul 2019

    Quants Corner 0716

    Low-Volatility Investing Continues to Shine in the Sun- A Quant Fund & Benchmark Performance Comparison In my last post ‘Understanding the rise of low volatility strategies in asset management’, we looked at the evolution of low-volatility funds within the last decade, through statistical analysis. This week, we will ‘deep dive’ into the performances of funds following low-volatility strategies. 

    Topic Industry News