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.
Quantitative Uptake Among Multi versus Single Managers
The Quant Divide: How Multi-Managers Are Outpacing Single-Managers in the Data Arms Race
Quantitative Strategies
