Fixed Income and Macro Strategies
Mondrian Delta hones a deep understanding of the key drivers of performance across the entire fixed income and macro investment landscape within both G10 and EM.
Our research provides a detailed breakdown of the alpha generated across both Multi-Manager and Single-Manager strategy-focused funds within:
- Rates (swaps, bonds and options strategies expressed as both RV and Macro outright)
- Currencies (spot and options-focused strategies)
- Mortgage and Asset Backed Securities (Agency and Non-Agency strategies across the breadth of the liquidity spectrum)
- Fixed Income Arbitrage (basis, yield curve, and carry strategies)
Further reading relating to our Investment experience below.
Read more about What Really Motivates Quants, and Why Firm Choice Is an Incentive Choice
High compensation gets quants into systematic finance. But once they’re inside, money stops being the main differentiator...
Read more about Beyond the Bonus
Understanding Remuneration in Quant Research
Read more about India’s Derivatives Moment: Scale, Reform, and the Race for Speed
India’s Rapid Evolution into a Global Derivatives Powerhouse
