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.
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15 Questions with Rahul Moodgal
Read more about The Evolution of Quantitative Risk Management in Hedge Funds
Quantitative risk management has been a popular topic of discussion among hedge fund managers in 2021.
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The Real Estate Opportunity in India: An Interview
