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: LatAm FX Outperformance Versus Asia Did Not Last

FX Dashboard: High Volatility Relative to Carry Weighing on LatAm Currencies

FX Dashboard: LatAm FX Has Started Outperforming Against Asia FX

Alpha Bites: Long Korean Won (KRW) Vs Short Taiwan Dollar (TWD)

FX Dashboard: Correlation of Taiwan Dollar with Rest of Asia Picks Up

Rates 10y Dashboard: LatAm Rates Lag Asia Even When Adjusted by Beta

FX & Rates

<p>In this note, we discuss the implications for the Taiwan dollar of last week's release of a report by the US Treasury on foreign exchange policies of its major trading partners.</p><p>Separately, 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>

In this note, we discuss the implications for the Taiwan dollar of last week's release of a report by the US Treasury on foreign exchange policies of its major trading partners.Separately, 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: US Treasury Holds Back Labeling Taiwan a Currency Manipulator