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: EM FX Is Fair in REER Terms but Differentiation Abounds

FX Dashboard: Which Currencies to Target in a Carry Trade Environment?

Alpha Bites: Long Romanian Leu (RON) Vs Short Czech Koruna (CZK)

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

Alpha Bites: Long Chilean Peso Vs Short Australian Dollar

US Markets Playing Along to Fed Tune…for Now

FX Dashboard: Chilean Peso Outperforms Against EM but Lags Copper

FX & Rates

<p>In this note, we go over the currencies that have outperformed and underperformed in the recent bout of the rally for EM currencies along with the reasoning behind their performances and their outlooks.</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 an EM currency index.</p>

In this note, we go over the currencies that have outperformed and underperformed in the recent bout of the rally for EM currencies along with the reasoning behind their performances and their outlooks.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 an EM currency index.

FX Dashboard: Winners and Losers in the EM Turnaround

Dollar Index

FX Dashboard: Winners and Losers in the EM Turnaround