Mutual-Fund Category Flow Forecasting for Planning

Monthly mutual-fund category flow forecasting for planning

The problem Distribution and product teams needed a forward view of mutual-fund category flows, grounded in economic indicators and delivered in a format they could use in planning.

My role and the work At New York Life Investments, I led the team that built a monthly forecasting capability using FRED economic data and Bayesian Structural Time Series modeling in Hadoop. We automated forecast production and delivered the results through Tableau.

The result The recurring forecasts became inputs to distribution and product planning, new-product insight, and redemption-prevention activities. This case study describes the approach without sharing internal data or outputs.