Decision Desk

Fixed income notes, frameworks, and decision support for serious market participants

Decision Desk is a practitioner-led platform focused on macro fixed income, relative value, and market process. It brings together experience across hedge funds, insurance ALM, treasury risk, banking, structured products, exotics, and developed-market rates to publish thoughtful notes, share practical frameworks, and help investors and institutions think more clearly about complex fixed income questions.

15+ years across hedge funds, insurance asset management, treasury risk, and banking.

Macro-aware developed-market rates relative value, derivatives, overlays, convexity, and ALM.

Python, SQL, AI and Bloomberg-driven analytics for repeatable decision process and governance.

Featured practitioner's notes

Thoughtful notes and market process

A publication stream focused on macro rates, relative value, ALM, and practical implementation.

2 Apr 2026 · 1 min read

Where To Express Duration On The Curve

A practical framework for choosing the cleanest implementation point for a duration view.

DurationCurvesImplementation

How to move from a macro duration view to the right curve expression under carry, convexity, and liquidity constraints.

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20 Mar 2026 · 1 min read

Systemising Bond Relative Value

Turning discretionary relative value ideas into a repeatable screening and review process.

Relative ValueProcessScreening

A structured workflow for identifying, ranking, and reviewing bond RV opportunities without losing market judgement.

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8 Mar 2026 · 1 min read

Building A Regime-Robust Rates Portfolio

How to combine trades so expected returns remain resilient across different macro paths.

Portfolio ConstructionRegimesRisk

From single-trade conviction to portfolio-level asymmetry through diversification by driver, convexity, and implementation quality.

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Work with DD

A second pair of eyes for complex fixed income decisions

  • Where on the curve should you express your duration view?
  • Should we extend, reduce, or redesign a structural hedge?
  • How should rate exposure be positioned across G4 curves?
  • How do we systemise bond RV and build a regime-robust rates portfolio?
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