EPFR Stock Allocations and Flows

EPFR tracks the daily fund flows and monthly stock allocations for over 3,800 globally domiciled funds managing over $7 trillion in AUM. These funds invest in over 17,000 securities across all major indices. The data shows a total dollar flow and average allocation into a stock by funds sharing a common geographical focus and can be filtered by active, passive, mutual fund and ETF. Combing fund's daily flows with monthly allocations we have also built 7 daily and 6 monthly predictive stock-selectors (or factors).

搜集汇总

背景与挑战

背景概述

该数据集涵盖EPFR追踪的3,800余只全球基金（管理规模超7万亿美元）的每日资金流动及月度股票配置情况，支持按地域、基金类型筛选，并基于数据构建了13个股票预测因子。