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 the Multi-Manager and Single Managers 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.

European Fundamental Long/Short Equities 2021 Year in Review

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2020 was an unprecedented year for long/short investors being one of the most volatile and unpredictable years in recent memory.

Asset Raising & Retention

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Women in Finance

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Practical reasons preventing businesses from reaching their targets - a viewpoint from a female headhunter

Public Equity

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Debunking the myths surrounding the Treasury Function

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What is “Active Treasury Management”?

Treasury

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