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: An Update on Taper Tantrum Vs Current Reflationary Scare – Part 1

Rates 10y Dashboard: An Update on Taper Tantrum Vs Current Reflationary Scare – Part 2

FX Dashboard: Which Currencies Are Most Vulnerable to Dollar Strengthening?

FX Dashboard: Taper Tantrum Vs Current Reflationary Scare – Part 1

Rates 10y Dashboard: Taper Tantrum Vs Current Reflationary Scare – Part 2

Alpha Bites: Receive Hungary 10y Vs Pay Poland 10y Rates

FX & Rates

<p>As the market volatility picks up again, we revisit our analysis where we compared the current reflationary episode with the Taper Tantrum of 2013.</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>

As the market volatility picks up again, we revisit our analysis where we compared the current reflationary episode with the Taper Tantrum of 2013.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: Revisiting Taper Tantrum Vs Current Reflationary Scare

Dollar Index

FX Dashboard: Revisiting Taper Tantrum Vs Current Reflationary Scare