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.

Unwinding Crowded Trades - What Is the Next Domino?

Alpha Bites: Monthly Trade Ideas Recap (May 2021)

FX Dashboard: EM Currencies on Aggregate Have Mirrored the Dollar This Year

FX Dashboard: EM Currencies Vs Commodities

FX Dashboard: Leaders and Laggards in EM FX as US Yields Retreat from the Peak

FX & Rates

<p>In this note, we highlight the widening performance gap between commodities and EM currencies along with going over the reasons behind it and the timing when it can start reversing.</p><p>Separately, the attached file is a snapshot of the EM currency market in which 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 highlight the widening performance gap between commodities and EM currencies along with going over the reasons behind it and the timing when it can start reversing.Separately, the attached file is a snapshot of the EM currency market in which 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: Divergence Between Commodities and EM Currencies Grows

Dollar Index

FX Dashboard: Divergence Between Commodities and EM Currencies Grows