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: EM FX Volatility Rises from the Lows

FX Dashboard: How Well Would a Euro Hedge Have Worked for EM?

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

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

FX Dashboard: Leaders and Laggards in the Pandemic

EM Currencies: Central Bank Friends and Foes

FX Dashboard: Is Carry Compensating for Volatility?

FX & Rates

<p>We compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.</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 compare the beta-adjusted performances of EM currencies to identify leaders and laggards in the latest bout of dollar appreciation.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: Leaders and Laggards in EM in the Dollar’s Latest Appreciation Bout

Dollar Index

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