Unique insight on currency trends
EPFR FX data and insights
The granularity of EPFR Fund Flows & Allocations data builds a
The EPFR FX Allocations (FXA) dataset is based on the as-reported
AUM of five largest groups by geofocus
FX Analysis for research, modelling and trading
A precise picture of Forex exposure
EPFR has begun collecting data on allocations of
FX Analysis - at what pace the money is flowing towards currencies?
Learn more – download our FX Allocations Analysis here
Bull in an FX shop
The allocations of funds to currencies
EPFR collects data on the allocations of funds to currencies which can be used to drive several remunerative strategies.
One strategy, a version of EPFR’s bullish sentiment indicator, utilizes the FXA dataset to quantify the over- and
underweights of active fund managers to a given currency or currency pair.
FX Analysis: currency pairs
This iteration of the bullish sentiment indicator, applied to a currency pair – such as GBP/EUR – is based on the percentage
of active funds overweight either GBP or the Euro vis-à-vis that fund's benchmark.
We use monthly changes (the first difference of the time series) in those percentages to decide whether to go long or short
the Euro (GBP). The results over the past six years are tabulated below.
What EPFR customers say…
“EPFR is extremely valuable, I will always want to work with this data. I value the flow and allocation insights highly as it really does help me to get a good idea of what is going on in the market.”
Vyacheslav Smolyaninov, Chief Strategist /
Deputy Head Of Research, BCS
|“If you are a macro-strategy team EPFR is a ‘must’. I don’t think there is a better flow and allocation data provider in the market.”
Financial Services Provider
|“EPFR is a data set that is useful as a comparison across markets, regions and asset classes. The data will tell you what is happening from one region to another meaning you can better understand investor sentiment."
Kenneth Chan, SVP Global Quantitative Strategist,
Jefferies Hong Kong Limited