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Boston QWAFAFEW Meeting: 19 Nov 2019

November 19, 2019 @ 6:00 pm - 8:00 pm

| $30

Boston QWAFAFEW Meeting: 19 Nov 2019

Fund Flows as Country Allocator

A QWAFAFEW discussion led by:

Vikram Srimurthy

In this article, the authors find significant positive returns over a forward one-month holding period for strategies that buy in countries that have attracted indirect investment via equity fund flows and sell in countries that have not. They find that the profitability of these strategies is independent of the momentum effect as well as the size effect.
Vikram Srimurthy Vikram Srimurthy joined Informa in 2016 and conducts quantitative research for Informa Financial Intelligence, EPFR. He is primarily responsible for research behind EPFR’s FX and stock flows products. Prior to joining Informa, for over ten years, Vik was a portfolio manager at Lee Munder Capital Group, using a quantitative approach to trade equities. Vik also held the position of Vice President at Evergreen Investments from 2000-2006, where he focused on the buy-side for Global Structured Products. Vik graduated with a doctorate in Mathematics from University of California, San Diego and currently resides in Brookline, Massachusetts.

Time: 6:15 PM sharpe
3rd Floor of the Tennis & Racquet Club
939 Boylston Street
RSVP to hugh@QWAFAFEW.org
Mailing List and Payment Link: https://boston.qwafafew.org/

All annual dues ($150) should be paid to Boston QWAFAFEW by credit card, Bitcoin or check.

By credit card (PayPal)

By Bitcoin
Send us Bitcoin, our address is:
Please send a separate email identifying your anonymous payment.

By check:
Executive Management Associates
12 Academy Avenue
Atkinson, NH  03811

Please RSVP for all meetings you plan to attend: hugh@QWAFAFEW.org
Guests who do not RSVP may have to wait to enter the meeting, due to space constraints (capacity=100, BFD).

Guest fees ($30) can be paid through EMA (check or PayPal, bring receipt) or bitcoin (at address above).  The $30 guest fee can be paid by bitcoin, cash or check at the door, no credit cards at the meeting.

Please bring exact change (eg: two twenties = $40 Guest Fee).

As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee

Questions, comments:
Steerage Committee:
Hugh Crowther
Dan diBartolomeo
Mike Dunn
Steve Gaudette
Sri Krishnamurthy
Mark Kritzman
John Minahan
Donna Cool Murphy
Larry Pohlman
Dan Potter
Dan Rie
Evan Schulman
Michael Schwartzman
Michael Wilcox

The members of the Steerage Committee are responsible for coordinating the program content.

Program suggestions from members are always welcome.

RSVP to: hugh@QWAFAFEW.org

Mailing List and Payment Link: https://boston.qwafafew.org/









November 19, 2019
6:00 pm - 8:00 pm




Tennis & Racquet Club
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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