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: Short Dollar Positions Have Been Cleaned Up

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

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

Alpha Bites: Long Mexican Peso (MXN) Vs Short Canadian Dollar (CAD)

FX Dashboard: Asian Vs LatAm Currencies During the Pandemic

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

Rates 10y Dashboard: Which Countries Are Most and Least Correlated with the US?

Rates 10y Dashboard: EM Long-End Rates Relink with US Rates

FX & Rates

<p>In this note, we go over the reasons that Latin American currencies have started outperforming against their Asian counterparts, a trend we expect to continue with a range-bound dollar.</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>

In this note, we go over the reasons that Latin American currencies have started outperforming against their Asian counterparts, a trend we expect to continue with a range-bound dollar.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: LatAm FX Has Started Outperforming Against Asia FX