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.

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

Alpha Bites: Receive Chile 10y Vs Pay Chile 2y with Receiving Bias

Rates 10y Dashboard: EM Long-End Rates Continue to Maintain Risk Premium Cushion

Alpha Bites: Monthly Trade Ideas Recap (April 2021)

Rates 10y Dashboard: Which Countries Have the Steepest Curves?

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

FX & Rates

<p>In this note, we measure the dispersion within EM rates and show that it has risen recently, which is indicative of more trading opportunities.</p><p>Separately, the attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.</p>

In this note, we measure the dispersion within EM rates and show that it has risen recently, which is indicative of more trading opportunities.Separately, the attached file is a snapshot of EM 10y rates market, which we produce daily, and where we seek to identify the leaders and laggards among countries by comparing the performance of each to its history as well as to other countries based on their respective betas to the broad market.

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

US Treasury (10 Yr Generic)

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