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.

FX Dashboard: High Correlation Between EM Currencies and US Equities

Rates 10y Dashboard: EM Spread to US Function of US Rates Vol

FX Dashboard: Brazilian Real Cheap in REER Terms

Rates 10y Dashboard: Mexico’s Rising Breakeven Inflation

FX Dashboard: Leaders and Laggards in the Pandemic

FX Dashboard: Mexican Peso Vs Canadian Dollar

FX & Rates

<p>In this week’s Alpha Bites, we recommend buying the Mexican peso funded in the Canadian dollar in a beta-neutral ratio. We expect the peso to make up some of its underperformance after being the worst performer among liquid EM and DM currencies over the past month.</p>

In this week’s Alpha Bites, we recommend buying the Mexican peso funded in the Canadian dollar in a beta-neutral ratio. We expect the peso to make up some of its underperformance after being the worst performer among liquid EM and DM currencies over the past month.

Alpha Bites: Long Mexican Peso (MXN) Vs Short Canadian Dollar (CAD)