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: Divergence Between Commodities and EM Currencies Grows

Rates 10y Dashboard: EM Rates Volatility as High as the US in a Rare Occurrence

Rates 10y Dashboard: Poland’s Rates Need to Rise Further to Account for Inflation Risk

Alpha Bites: Long Russian Ruble (RUB) Vs Short South African Rand (ZAR)

Alpha Bites: Receive Hungary 10y Vs Pay Poland 10y Rates

Alpha Bites: Long Indonesia Rupiah (IDR) Vs Short Singapore Dollar (SGD)

FX Dashboard: South African Rand’s Outperformance Continues

Rates 10y Dashboard: Which Countries Offer High Yields Relative to Their Volatilities?

FX & Rates

<p>This is the third edition of our monthly trade ideas recap note in which we list our current trade recommendations and discuss whether any need to be closed. We have made a total of 12 trade recommendations so far, of which 8 are in the money.</p>

This is the third edition of our monthly trade ideas recap note in which we list our current trade recommendations and discuss whether any need to be closed. We have made a total of 12 trade recommendations so far, of which 8 are in the money.

Alpha Bites: Monthly Trade Ideas Recap (May 2021)

Dollar Index

Alpha Bites: Monthly Trade Ideas Recap (May 2021)