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 and Data Science and Machine Learning news. All discussion is agnostic to particular approaches or techniques, and where alternative benchmark strategy results are presented, the exact methodology used is given. It also features our ‘CFM Talks To’ segment, an interview series in which we discuss topical issues with thought leaders from academia, the finance industry, and beyond.
We have included:
- An extended academic abstract from a paper published during the quarter: Co-impact: Crowding effects in institutional trading activity?
- A white paper: The what, the why, and decisively, the how of ESG investing: observations from a Systematic Quant Manager
- An interview with Fiona Reynolds CEO, UN PRI
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.