Alternative Beta Matters - 2015 Q4 Quarterly Report

15 February 2016

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Welcome to CFM’s 'Alternative Beta Matters' Quarterly Report for Q4 -2015.

Within this report we recap major developments of the quarter within Equities, Fixed Income/Credit, FX and Commodities, as well as Alternatives. 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 two white papers and an extended academic abstract from a paper produced during the quarter. 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 a reference for our readers, and can stimulate conversations on these topical issues.

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