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About Vik

USA

+18 year(s) experience

Vik Srimurthy, Consultant, headshot
Vik conducts quantitative research behind all of EPFR’s current products. He is primarily responsible for the research behind the FX and stock flows products.
Vik joined Informa in 2016. He conducts quantitative research behind all of EPFR’s current products. He is primarily responsible for the research behind the FX and stock flows products.

Prior to that, from 2006-2016, he was on the international team at Lee Munder Capital Group, using a quantitative approach to trade equities. Before that, from 2000-2006, he was with Global Structured Products, the buy-side quantitative team at Evergreen Investments. A founder of the quantitative equity team at Lee Munder, Vik created the infrastructure behind and conducted the research driving Lee Munder’s quantitative strategies.

Analyst Articles

Articles by Vik

  • EPFR Fund Flows

    Quants Corner

    By Vik Srimurthy 15 Oct 2019

    Quants Corner 1015

    Going A Viking The four Nordic countries in continental Europe, Denmark, Sweden, Norway and Finland, are often viewed as a group of homogenous nations on Europe’s northern flank with a shared aversion to conflict, a taste for social democracy and robust welfare states. Investors tend to approach them as a group that offers some comparative insights and uncorrelated exposure relative to the ‘core’ European markets.

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Vik Srimurthy 18 Sep 2019

    Quants Corner 0917

    This May, Prime Minister Narendra Modi of India returned to office with an increased majority in parliament. In this week’s Quants Corner post, we follow the rise of Modi through the lens of EPFR’s fund flows and look at the response of our quantitative EM rankings to several major ‘events’ during Modi’s time in office.

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Vik Srimurthy 26 Aug 2019

    Quants Corner 0826

    Two of the first questions that investors and fund managers ask when confronted with a new data set are, “Does it add value?” and “How do I unlock this value.” Among those that will be available in 4Q19 is EPFR’s FX Allocations data set. In this piece, we look at one quantitative approach using this data set and highlight some promising initial results.

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Vik Srimurthy 13 Aug 2019

    Quants Corner 0813

    Investors tend to use different playbooks for different market conditions. The tricky part lies in identifying when the market environment has shifted to the point the current playbook needs to be replaced. In this blog, the use of fund flows to detect one of the most important shifts – from a bull to a bear market -- is illustrated.

    Topic Industry News

  • EPFR Fund Flows

    Quants Corner

    By Vik Srimurthy 25 Jun 2019

    Quants Corner 0625

    Introduce country positioning into your strategy for improved investment returns Some investors who adopt a quantitative approach struggle to identify which of the bewildering number of strategies, models and indexes actually improve performance. One antidote to this uncertainty is to start afresh, embracing alternative data and using it to build new factors -- such as country positioning -- that are statistically independent of the traditional quantitative mainstays.

    Topic Industry News