Fixed Income and Currency Strategist

Gautam Jain, PhD, CFA

Gautam Jain has over 25 years of experience covering global emerging fixed income and currency markets, both as a strategist and a portfolio manager. He has worked in buy-side and sell-side firms, including The Rohatyn Group (TRG Management), Barclays Capital, and Millennium Partners. He has helped manage emerging markets local-currency and hard-currency debt funds. The assets that he covers include currencies, interest rates, sovereign credits, and related derivatives. He specializes in portfolio construction, smart-beta index creation, and asset allocation. Mr. Jain holds a Ph.D. in Operations Research from Columbia University and is a CFA charter holder.

Rates 10y Dashboard: Korean Asset Swap Spreads Have Widened

FX Dashboard: Correlation of Taiwan Dollar with Rest of Asia Picks Up

FX Dashboard: US Treasury Holds Back Labeling Taiwan a Currency Manipulator

FX Dashboard: Asian Vs LatAm Currencies During the Pandemic

FX Dashboard: Explaining Lira's Outperformance

FX & Rates

<p>In this week’s “Alpha Bites”, we recommend going long the South Korean won (KRW) against shorting the Taiwan dollar (TWD) in a risk-neutral ratio, with the won underperforming particularly since the start of the year.</p>

In this week’s “Alpha Bites”, we recommend going long the South Korean won (KRW) against shorting the Taiwan dollar (TWD) in a risk-neutral ratio, with the won underperforming particularly since the start of the year.

Alpha Bites: Long Korean Won (KRW) Vs Short Taiwan Dollar (TWD)