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.

Structural Shifts: Commodities

Read more about Structural Shifts: Commodities

How Millennium, DE Shaw, and Citadel Are Redefining Commodities Analytics

Commodities

AI in Systematic Trading

Read more about AI in Systematic Trading

Artificial Intelligence in Systematic Trading

Quantitative Strategies

European Fundamental Long/Short Equities 2021 Year in Review

Read more about European Fundamental Long/Short Equities 2021 Year in Review

2020: Volatility and Unpredictability in L/S Equities

Equity L/S