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.

Could The New Asian ‘Euro’ Mean A Coming Decade of Outperformance From Emerging Markets?

FX Dashboard: Leaders and Laggards in EM in the Dollar’s Latest Appreciation Bout

FX Dashboard: EM FX Volatility Rises from the Lows

FX Dashboard: Is Carry Compensating for Volatility?

FX Dashboard: Dollar in the Driver's Seat

Rates 10y Dashboard: Higher Inflation Means Another Rate Hike in Turkey

FX Dashboard: Which Countries Are Intervening the Most?

FX & Rates

<p>We show that the dollar remains the primary driver of EM FX despite the idiosyncratic moves in Turkey and Brazil today on the back of rate hikes.</p><p>The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.</p>

We show that the dollar remains the primary driver of EM FX despite the idiosyncratic moves in Turkey and Brazil today on the back of rate hikes.The attached file is a snapshot of EM currency market, which we produce daily, and where we seek to identify the leaders and laggards among currencies by comparing the performance of each to its history as well as to other currencies based on their respective betas to the broad market.

FX Dashboard: As Goes the Dollar, so Goes EM FX

Dollar Index

FX Dashboard: As Goes the Dollar, so Goes EM FX