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.

Should Treasury be an alpha-generating function or purely operational?

Read more about Should Treasury be an alpha-generating function or purely operational?

A look at Treasury’s potential to add value in today’s market

Treasury

The Rise of Multi-Strategy Hedge Funds in Asia

Read more about The Rise of Multi-Strategy Hedge Funds in Asia

Why Multi-Strategy Hedge Funds Are Gaining Ground in Asia: : Market Shifts, Talent Dynamics, and the Global–Local Divide

Macro

The Single-Manager Approach in the UK: Strategies, Challenges, and Emerging Models

Read more about The Single-Manager Approach in the UK: Strategies, Challenges, and Emerging Models

Directional conviction, market-neutral discipline, and multi-manager influence are redefining how standalone funds grow, compete, and scale.

Public Equity