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.

Alpha Bites: Monthly Trade Ideas Recap (April 2021)

Rates 10y Dashboard: Greater Dispersion Within EM Means More Trading Opportunities

Rates 10y Dashboard: Which Countries Underperformed as US Rates Rallied?

FX Dashboard: Polish Zloty Underperformance Looks Overdone

Alpha Bites: Long Polish Zloty (PLN) Vs Short Czech Koruna (CZK)

FX Dashboard: Taper Tantrum Vs Current Reflationary Scare – Part 1

FX & Rates

<p>In this week’s Alpha Bites, we recommend receiving Czech 2y rate vs paying Poland 2y rate as we expect the difference between the monetary policy paths of the two central banks to be narrower given the strong correlation between the two economies.</p>

In this week’s Alpha Bites, we recommend receiving Czech 2y rate vs paying Poland 2y rate as we expect the difference between the monetary policy paths of the two central banks to be narrower given the strong correlation between the two economies.

Alpha Bites: Receive Czech 2y Vs Pay Poland 2y Rates

CZK 2Y

Alpha Bites: Receive Czech 2y Vs Pay Poland 2y Rates