Alternative Beta Matters - 2016 Q1 Quarterly Report
Within this report we recap major developments of the quarter for 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 one white paper and an extended academic abstract from a paper published 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 as a reference for our readers, and can stimulate conversations on these topical issues.