Welcome to CFM’s Alternative Beta Matters Quarterly Newsletter.
Within this report we recap major developments in the Alternative Industry, together with a brief overview of Equity, Fixed Income/Credit, FX and Commodity markets as well as Trading Regulations. All discussion is agnostic to particular approaches or techniques, and where alternative benchmark strategy results are presented, the exact methodology used is given.
We have also included an extended academic abstract from a paper published during the quarter, and one white paper. Our hope is that these publications, which convey our views on topics related to Alternative Beta that have arisen in our many discussions with clients, can be used as a reference for our readers, and can stimulate conversations on these topical issues.