41554 blogs · [ { "id": "01a0bbef-2d26-7069-b16e-ef38b4a7467d", "title": "30 years of momentum research and it is only getting stronger", "url": "https://mrzepczynski.blogspot.com/2024/12/30-years-of-momentum-research-and-it-is.html", "published_at": "2024-12-14T20:52:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2c8bac15c", "title": "30 years of momentum research and it is only getting stronger", "url": "http://mrzepczynski.blogspot.com/2024/12/30-years-of-momentum-research-and-it-is.html", "published_at": "2024-12-14T20:52:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b59cca2f", "title": "The out of control momemtum factor - can it continue?", "url": "https://mrzepczynski.blogspot.com/2024/12/the-out-of-control-momemtum-factor-can.html", "published_at": "2024-12-09T16:49:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2c99bf86c", "title": "The out of control momemtum factor - can it continue?", "url": "http://mrzepczynski.blogspot.com/2024/12/the-out-of-control-momemtum-factor-can.html", "published_at": "2024-12-09T16:49:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b6913791", "title": "Using generative AI for economic forecasting", "url": "https://mrzepczynski.blogspot.com/2024/12/using-generative-ai-for-economic.html", "published_at": "2024-12-06T19:30:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2ca567bf0", "title": "Using generative AI for economic forecasting", "url": "http://mrzepczynski.blogspot.com/2024/12/using-generative-ai-for-economic.html", "published_at": "2024-12-06T19:30:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b6f31a51", "title": "Factor investing across different regimes", "url": "https://mrzepczynski.blogspot.com/2024/12/factor-investing-across-different.html", "published_at": "2024-12-06T19:07:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2caca8abf", "title": "Factor investing across different regimes", "url": "http://mrzepczynski.blogspot.com/2024/12/factor-investing-across-different.html", "published_at": "2024-12-06T19:07:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b7cfe9d7", "title": "The sobering impact of consequences and facts", "url": "https://mrzepczynski.blogspot.com/2024/12/the-sobering-impact-of-consequences-and.html", "published_at": "2024-12-06T14:50:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cbb162fc", "title": "The sobering impact of consequences and facts", "url": "http://mrzepczynski.blogspot.com/2024/12/the-sobering-impact-of-consequences-and.html", "published_at": "2024-12-06T14:50:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b824ae96", "title": "Lord Kelvin's dictum on measurement - applies to finance", "url": "https://mrzepczynski.blogspot.com/2024/11/lord-kelvins-dictum-on-measurement.html", "published_at": "2024-11-30T16:58:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cc27d602", "title": "Lord Kelvin's dictum on measurement - applies to finance", "url": "http://mrzepczynski.blogspot.com/2024/11/lord-kelvins-dictum-on-measurement.html", "published_at": "2024-11-30T16:58:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b8f4eb5c", "title": "\"NIllius in verba\" - \"take nobody's word for it\" especially in finance", "url": "https://mrzepczynski.blogspot.com/2024/11/nillius-in-verba-take-nobodys-word-for.html", "published_at": "2024-11-30T16:38:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2ccbb38fa", "title": "\"NIllius in verba\" - \"take nobody's word for it\" especially in finance", "url": "http://mrzepczynski.blogspot.com/2024/11/nillius-in-verba-take-nobodys-word-for.html", "published_at": "2024-11-30T16:38:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38b9e134a6", "title": "Categorize EM before running analysis", "url": "https://mrzepczynski.blogspot.com/2024/11/categorize-em-before-running-analysis.html", "published_at": "2024-11-29T21:15:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2ccd736de", "title": "Categorize EM before running analysis", "url": "http://mrzepczynski.blogspot.com/2024/11/categorize-em-before-running-analysis.html", "published_at": "2024-11-29T21:15:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38ba83238a", "title": "The weak link between EM returns and growth", "url": "https://mrzepczynski.blogspot.com/2024/11/the-weak-link-between-em-returns-and.html", "published_at": "2024-11-29T20:43:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cdd5bd7b", "title": "The weak link between EM returns and growth", "url": "http://mrzepczynski.blogspot.com/2024/11/the-weak-link-between-em-returns-and.html", "published_at": "2024-11-29T20:43:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38bb093403", "title": "China GDP and investor returns - the big disconnect", "url": "https://mrzepczynski.blogspot.com/2024/11/china-gdp-and-investor-returns-big.html", "published_at": "2024-11-29T19:05:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cea71325", "title": "China GDP and investor returns - the big disconnect", "url": "http://mrzepczynski.blogspot.com/2024/11/china-gdp-and-investor-returns-big.html", "published_at": "2024-11-29T19:05:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38bbe62a60", "title": "The big rate breakout in historic context", "url": "https://mrzepczynski.blogspot.com/2024/11/the-big-rate-breakout-in-historic.html", "published_at": "2024-11-28T20:23:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2ceadee2e", "title": "The big rate breakout in historic context", "url": "http://mrzepczynski.blogspot.com/2024/11/the-big-rate-breakout-in-historic.html", "published_at": "2024-11-28T20:23:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38bcc66212", "title": "The dollar trend is consistent with macro trends", "url": "https://mrzepczynski.blogspot.com/2024/11/the-dollar-trend-is-consistent-with.html", "published_at": "2024-11-28T20:22:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cefe611e", "title": "The dollar trend is consistent with macro trends", "url": "http://mrzepczynski.blogspot.com/2024/11/the-dollar-trend-is-consistent-with.html", "published_at": "2024-11-28T20:22:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38bdb07902", "title": "The link between earnings, market returns, and GDP is not strong", "url": "https://mrzepczynski.blogspot.com/2024/11/the-link-between-earnings-market.html", "published_at": "2024-11-28T20:20:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cf405e9e", "title": "The link between earnings, market returns, and GDP is not strong", "url": "http://mrzepczynski.blogspot.com/2024/11/the-link-between-earnings-market.html", "published_at": "2024-11-28T20:20:00+00:00" }, { "id": "01a0bbef-2d26-7069-b16e-ef38bdb248a8", "title": "Fractal Markets Hypothesis as an alternative to efficient markets", "url": "https://mrzepczynski.blogspot.com/2024/11/fractal-markets-hypothesis-as.html", "published_at": "2024-11-23T17:19:00+00:00" }, { "id": "01a0bbef-36c2-73e6-aa0a-2ed2cfc6f800", "title": "Fractal Markets Hypothesis as an alternative to efficient markets", "url": "http://mrzepczynski.blogspot.com/2024/11/fractal-markets-hypothesis-as.html", "published_at": "2024-11-23T17:19:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237334b69303", "title": "\"Inflation is a social phenomenon\" - Not quite", "url": "https://mrzepczynski.blogspot.com/2024/11/inflation-is-social-phenomenon-not-quite.html", "published_at": "2024-11-22T14:08:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5399ebff", "title": "\"Inflation is a social phenomenon\" - Not quite", "url": "http://mrzepczynski.blogspot.com/2024/11/inflation-is-social-phenomenon-not-quite.html", "published_at": "2024-11-22T14:08:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-2373358732d1", "title": "The Discovering Markets Hypothesis - Worth a close look to add to our thinking of market dynamics", "url": "https://mrzepczynski.blogspot.com/2019/03/the-discovering-markets-hypothesis.html", "published_at": "2024-11-21T22:47:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db53e57ae3", "title": "The Discovering Markets Hypothesis - Worth a close look to add to our thinking of market dynamics", "url": "http://mrzepczynski.blogspot.com/2019/03/the-discovering-markets-hypothesis.html", "published_at": "2024-11-21T22:47:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237335ac238a", "title": "The wild card for bond yields - the term premium", "url": "https://mrzepczynski.blogspot.com/2024/11/the-wild-card-for-bond-yields-term.html", "published_at": "2024-11-21T13:52:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db54b2b851", "title": "The wild card for bond yields - the term premium", "url": "http://mrzepczynski.blogspot.com/2024/11/the-wild-card-for-bond-yields-term.html", "published_at": "2024-11-21T13:52:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-2373365021be", "title": "Trend-following with industry groups - It works", "url": "https://mrzepczynski.blogspot.com/2024/11/trend-following-with-industry-groups-it.html", "published_at": "2024-11-21T13:26:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db54f166ec", "title": "Trend-following with industry groups - It works", "url": "http://mrzepczynski.blogspot.com/2024/11/trend-following-with-industry-groups-it.html", "published_at": "2024-11-21T13:26:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-2373367a3ba5", "title": "There is no equity risk premium!", "url": "https://mrzepczynski.blogspot.com/2024/11/there-is-no-equity-risk-premium.html", "published_at": "2024-11-15T15:59:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5546a1c6", "title": "There is no equity risk premium!", "url": "http://mrzepczynski.blogspot.com/2024/11/there-is-no-equity-risk-premium.html", "published_at": "2024-11-15T15:59:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-2373376ba6c7", "title": "Replicating trend-following beta is achievable", "url": "https://mrzepczynski.blogspot.com/2024/11/replicating-trend-following-beta-is.html", "published_at": "2024-11-13T23:19:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db560f2609", "title": "Replicating trend-following beta is achievable", "url": "http://mrzepczynski.blogspot.com/2024/11/replicating-trend-following-beta-is.html", "published_at": "2024-11-13T23:19:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237337a3c49e", "title": "VIX and corporate bonds", "url": "https://mrzepczynski.blogspot.com/2024/11/vix-and-corporate-bonds.html", "published_at": "2024-11-13T22:17:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db567b8c01", "title": "VIX and corporate bonds", "url": "http://mrzepczynski.blogspot.com/2024/11/vix-and-corporate-bonds.html", "published_at": "2024-11-13T22:17:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237338202056", "title": "The economics of information - a history which leads to narrative information", "url": "https://mrzepczynski.blogspot.com/2024/11/the-economic-of-information-history.html", "published_at": "2024-11-13T21:49:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db57219fb6", "title": "The economics of information - a history which leads to narrative information", "url": "http://mrzepczynski.blogspot.com/2024/11/the-economic-of-information-history.html", "published_at": "2024-11-13T21:49:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237338ebdb58", "title": "Trend-following with stops reduces drawdowns", "url": "https://mrzepczynski.blogspot.com/2024/11/trend-following-with-stops-reduces.html", "published_at": "2024-11-13T14:29:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db57e1050d", "title": "Trend-following with stops reduces drawdowns", "url": "http://mrzepczynski.blogspot.com/2024/11/trend-following-with-stops-reduces.html", "published_at": "2024-11-13T14:29:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-2373394bb037", "title": "Risk cycles and the business cycle - Form low risk comes growth but also greater credit risk", "url": "https://mrzepczynski.blogspot.com/2024/11/risk-cycles-and-business-cycle-form-low.html", "published_at": "2024-11-12T21:18:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5836acd3", "title": "Risk cycles and the business cycle - Form low risk comes growth but also greater credit risk", "url": "http://mrzepczynski.blogspot.com/2024/11/risk-cycles-and-business-cycle-form-low.html", "published_at": "2024-11-12T21:18:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237339b82c2a", "title": "VIX and the equity markets - equities drive volatility", "url": "https://mrzepczynski.blogspot.com/2024/11/vix-and-equity-markets-equities-drive.html", "published_at": "2024-11-09T22:39:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db585108ff", "title": "VIX and the equity markets - equities drive volatility", "url": "http://mrzepczynski.blogspot.com/2024/11/vix-and-equity-markets-equities-drive.html", "published_at": "2024-11-09T22:39:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733a44f8c1", "title": "Trend-following in high and low rate regimes", "url": "https://mrzepczynski.blogspot.com/2024/11/trend-following-in-high-and-low-rate.html", "published_at": "2024-11-09T21:55:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db59392b57", "title": "Trend-following in high and low rate regimes", "url": "http://mrzepczynski.blogspot.com/2024/11/trend-following-in-high-and-low-rate.html", "published_at": "2024-11-09T21:55:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733a84a143", "title": "Using our experiences is not always good", "url": "https://mrzepczynski.blogspot.com/2024/11/using-our-experiences-is-not-always-good.html", "published_at": "2024-11-09T21:32:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db59878317", "title": "Using our experiences is not always good", "url": "http://mrzepczynski.blogspot.com/2024/11/using-our-experiences-is-not-always-good.html", "published_at": "2024-11-09T21:32:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733b191823", "title": "Volatility is a driver for financial crises (Minsky low volatility)", "url": "https://mrzepczynski.blogspot.com/2024/11/volatility-is-driver-for-financial.html", "published_at": "2024-11-06T14:23:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db59ff2376", "title": "Volatility is a driver for financial crises (Minsky low volatility)", "url": "http://mrzepczynski.blogspot.com/2024/11/volatility-is-driver-for-financial.html", "published_at": "2024-11-06T14:23:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733b6f19af", "title": "Using the TIMEMIXER approach for volatility forecasting", "url": "https://mrzepczynski.blogspot.com/2024/11/using-timemixer-approach-for-volatility.html", "published_at": "2024-11-05T22:57:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5a619f25", "title": "Using the TIMEMIXER approach for volatility forecasting", "url": "http://mrzepczynski.blogspot.com/2024/11/using-timemixer-approach-for-volatility.html", "published_at": "2024-11-05T22:57:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733bba3f3f", "title": "That sinking feeling in the CMBS market", "url": "https://mrzepczynski.blogspot.com/2024/11/that-sinking-feeling-in-cmbs-market.html", "published_at": "2024-11-05T13:20:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5b554140", "title": "That sinking feeling in the CMBS market", "url": "http://mrzepczynski.blogspot.com/2024/11/that-sinking-feeling-in-cmbs-market.html", "published_at": "2024-11-05T13:20:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733c35f411", "title": "TimeMixers as a new time series tool", "url": "https://mrzepczynski.blogspot.com/2024/11/timemixers-as-new-time-series-tool.html", "published_at": "2024-11-04T14:07:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5ba03537", "title": "TimeMixers as a new time series tool", "url": "http://mrzepczynski.blogspot.com/2024/11/timemixers-as-new-time-series-tool.html", "published_at": "2024-11-04T14:07:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733d3148ca", "title": "Causal structures for equity risk factors evolve over time", "url": "https://mrzepczynski.blogspot.com/2024/11/causal-structures-for-equity-risk.html", "published_at": "2024-11-04T13:37:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5c875861", "title": "Causal structures for equity risk factors evolve over time", "url": "http://mrzepczynski.blogspot.com/2024/11/causal-structures-for-equity-risk.html", "published_at": "2024-11-04T13:37:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733dcbe331", "title": "The evolution of the hedge fund industry - The development of multi-strats", "url": "https://mrzepczynski.blogspot.com/2024/11/the-evolution-of-hedge-fund-industry.html", "published_at": "2024-11-03T18:18:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5ceff4e4", "title": "The evolution of the hedge fund industry - The development of multi-strats", "url": "http://mrzepczynski.blogspot.com/2024/11/the-evolution-of-hedge-fund-industry.html", "published_at": "2024-11-03T18:18:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733e79d153", "title": "Dynamic Factor Allocation with Regime Switchng", "url": "https://mrzepczynski.blogspot.com/2024/11/dynamic-factor-allocation-with-regime.html", "published_at": "2024-11-02T21:01:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5d96ac7e", "title": "Dynamic Factor Allocation with Regime Switchng", "url": "http://mrzepczynski.blogspot.com/2024/11/dynamic-factor-allocation-with-regime.html", "published_at": "2024-11-02T21:01:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733e9b68ad", "title": "The drivers of stock prices are time varying", "url": "https://mrzepczynski.blogspot.com/2024/10/the-drivers-of-stock-prices-are-time.html", "published_at": "2024-10-26T16:26:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5dc13941", "title": "The drivers of stock prices are time varying", "url": "http://mrzepczynski.blogspot.com/2024/10/the-drivers-of-stock-prices-are-time.html", "published_at": "2024-10-26T16:26:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733f739c57", "title": "Powerful paper - Analysts don't discount future earnings", "url": "https://mrzepczynski.blogspot.com/2024/10/powerful-paper-analysts-dont-discount.html", "published_at": "2024-10-26T15:56:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5e3ee323", "title": "Powerful paper - Analysts don't discount future earnings", "url": "http://mrzepczynski.blogspot.com/2024/10/powerful-paper-analysts-dont-discount.html", "published_at": "2024-10-26T15:56:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23733fcf3a3b", "title": "Gold reserves increasing off lows", "url": "https://mrzepczynski.blogspot.com/2024/10/gold-reserves-increasing-off-lows.html", "published_at": "2024-10-25T22:02:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5f1c9613", "title": "Gold reserves increasing off lows", "url": "http://mrzepczynski.blogspot.com/2024/10/gold-reserves-increasing-off-lows.html", "published_at": "2024-10-25T22:02:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-23734078d0fc", "title": "Ray Kroc on friendly business", "url": "https://mrzepczynski.blogspot.com/2024/10/ray-kroc-on-friendly-business.html", "published_at": "2024-10-25T18:39:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db5fbde32b", "title": "Ray Kroc on friendly business", "url": "http://mrzepczynski.blogspot.com/2024/10/ray-kroc-on-friendly-business.html", "published_at": "2024-10-25T18:39:00+00:00" }, { "id": "01a0bbf2-3bda-70ce-84af-237340eabd50", "title": "Predicting anomalies - It is possible", "url": "https://mrzepczynski.blogspot.com/2024/10/predicting-anomalies-it-is-possible.html", "published_at": "2024-10-21T13:11:00+00:00" }, { "id": "01a0bbf2-469e-73a9-9e3e-70db60022b4d", "title": "Predicting anomalies - It is possible", "url": "http://mrzepczynski.blogspot.com/2024/10/predicting-anomalies-it-is-possible.html", "published_at": "2024-10-21T13:11:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791a633c69", "title": "BCG growth share matrix and investing - more dynamic betas", "url": "https://mrzepczynski.blogspot.com/2024/10/bcg-growth-share-matrix-and-investing.html", "published_at": "2024-10-20T20:29:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c7b3f084", "title": "BCG growth share matrix and investing - more dynamic betas", "url": "http://mrzepczynski.blogspot.com/2024/10/bcg-growth-share-matrix-and-investing.html", "published_at": "2024-10-20T20:29:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791b35ff4d", "title": "Go global or local - An issue of transfer learning", "url": "https://mrzepczynski.blogspot.com/2024/10/go-global-or-local-issue-of-transfer.html", "published_at": "2024-10-20T20:19:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c8580a60", "title": "Go global or local - An issue of transfer learning", "url": "http://mrzepczynski.blogspot.com/2024/10/go-global-or-local-issue-of-transfer.html", "published_at": "2024-10-20T20:19:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791bbde303", "title": "Contagion measure important in a crisis", "url": "https://mrzepczynski.blogspot.com/2024/10/contagion-measure-important-in-crisis.html", "published_at": "2024-10-17T20:26:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c907e8c0", "title": "Contagion measure important in a crisis", "url": "http://mrzepczynski.blogspot.com/2024/10/contagion-measure-important-in-crisis.html", "published_at": "2024-10-17T20:26:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791c94a745", "title": "Playing offense and defense with trend-following", "url": "https://mrzepczynski.blogspot.com/2024/10/playing-offense-and-defense-with-trend.html", "published_at": "2024-10-16T21:47:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c91d6061", "title": "Playing offense and defense with trend-following", "url": "http://mrzepczynski.blogspot.com/2024/10/playing-offense-and-defense-with-trend.html", "published_at": "2024-10-16T21:47:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791d106db0", "title": "Inflaton expectations - it is about the things you buy all of the time", "url": "https://mrzepczynski.blogspot.com/2024/10/inflaton-expectations-it-is-about.html", "published_at": "2024-10-15T13:19:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c9409155", "title": "Inflaton expectations - it is about the things you buy all of the time", "url": "http://mrzepczynski.blogspot.com/2024/10/inflaton-expectations-it-is-about.html", "published_at": "2024-10-15T13:19:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791d57c791", "title": "Anomalies offer opportunities after they are reported", "url": "https://mrzepczynski.blogspot.com/2024/10/anomalies-offer-opportunities-after.html", "published_at": "2024-10-13T21:14:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c9c19d82", "title": "Anomalies offer opportunities after they are reported", "url": "http://mrzepczynski.blogspot.com/2024/10/anomalies-offer-opportunities-after.html", "published_at": "2024-10-13T21:14:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791d73f9b4", "title": "What is volatility telling us at this time?", "url": "https://mrzepczynski.blogspot.com/2024/10/what-is-volatility-telling-us-at-this.html", "published_at": "2024-10-13T20:38:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9c9e04a8b", "title": "What is volatility telling us at this time?", "url": "http://mrzepczynski.blogspot.com/2024/10/what-is-volatility-telling-us-at-this.html", "published_at": "2024-10-13T20:38:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791d8e48ae", "title": "Financial history pre-CRSP - key factors still worked", "url": "https://mrzepczynski.blogspot.com/2024/10/financial-history-pre-crsp-some-factors.html", "published_at": "2024-10-11T22:33:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9ca625600", "title": "Financial history pre-CRSP - key factors still worked", "url": "http://mrzepczynski.blogspot.com/2024/10/financial-history-pre-crsp-some-factors.html", "published_at": "2024-10-11T22:33:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791de5b5c3", "title": "Who grows our crops around the world by country?", "url": "https://mrzepczynski.blogspot.com/2024/10/who-grows-our-crops-around-world-by.html", "published_at": "2024-10-09T21:51:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9caa05991", "title": "Who grows our crops around the world by country?", "url": "http://mrzepczynski.blogspot.com/2024/10/who-grows-our-crops-around-world-by.html", "published_at": "2024-10-09T21:51:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791e6e0ed9", "title": "That crazy yield message - overreaction in bonds", "url": "https://mrzepczynski.blogspot.com/2024/10/that-crazy-yield-message-overreaction.html", "published_at": "2024-10-08T13:19:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9cae13c14", "title": "That crazy yield message - overreaction in bonds", "url": "http://mrzepczynski.blogspot.com/2024/10/that-crazy-yield-message-overreaction.html", "published_at": "2024-10-08T13:19:00+00:00" }, { "id": "01a0bbf5-13ff-7030-9a83-17791efd3c32", "title": "The secret of trading - being right when others are wrong", "url": "https://mrzepczynski.blogspot.com/2024/10/the-secret-of-trading-being-right-when.html", "published_at": "2024-10-08T13:09:00+00:00" }, { "id": "01a0bbf5-2494-7134-b9de-cce9cb5fcb6f", "title": "The secret of trading - being right when others are wrong", "url": "http://mrzepczynski.blogspot.com/2024/10/the-secret-of-trading-being-right-when.html", "published_at": "2024-10-08T13:09:00+00:00" } ] posts Claim your blog

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Mark Rzepczynski

mrzepczynski.blogspot.com

2024

30 years of momentum research and it is only getting stronger original ↗

14 Dec 2024

30 years of momentum research and it is only getting stronger original ↗

14 Dec 2024

The out of control momemtum factor - can it continue?original ↗

9 Dec 2024

The out of control momemtum factor - can it continue?original ↗

9 Dec 2024

Using generative AI for economic forecasting original ↗

6 Dec 2024

Using generative AI for economic forecasting original ↗

6 Dec 2024

Factor investing across different regimes original ↗

6 Dec 2024

Factor investing across different regimes original ↗

6 Dec 2024

The sobering impact of consequences and facts original ↗

6 Dec 2024

The sobering impact of consequences and facts original ↗

6 Dec 2024

Lord Kelvin's dictum on measurement - applies to finance original ↗

30 Nov 2024

Lord Kelvin's dictum on measurement - applies to finance original ↗

30 Nov 2024

"NIllius in verba" - "take nobody's word for it" especially in finance original ↗

30 Nov 2024

"NIllius in verba" - "take nobody's word for it" especially in finance original ↗

30 Nov 2024

Categorize EM before running analysis original ↗

29 Nov 2024

Categorize EM before running analysis original ↗

29 Nov 2024

The weak link between EM returns and growth original ↗

29 Nov 2024

The weak link between EM returns and growth original ↗

29 Nov 2024

China GDP and investor returns - the big disconnect original ↗

29 Nov 2024

China GDP and investor returns - the big disconnect original ↗

29 Nov 2024

The big rate breakout in historic context original ↗

28 Nov 2024

The big rate breakout in historic context original ↗

28 Nov 2024

The dollar trend is consistent with macro trends original ↗

28 Nov 2024

The dollar trend is consistent with macro trends original ↗

28 Nov 2024

The link between earnings, market returns, and GDP is not strong original ↗

28 Nov 2024

The link between earnings, market returns, and GDP is not strong original ↗

28 Nov 2024

Fractal Markets Hypothesis as an alternative to efficient markets original ↗

23 Nov 2024

Fractal Markets Hypothesis as an alternative to efficient markets original ↗

23 Nov 2024

"Inflation is a social phenomenon" - Not quite original ↗

22 Nov 2024

"Inflation is a social phenomenon" - Not quite original ↗

22 Nov 2024

The Discovering Markets Hypothesis - Worth a close look to add to our thinking of market dynamics original ↗

21 Nov 2024

The Discovering Markets Hypothesis - Worth a close look to add to our thinking of market dynamics original ↗

21 Nov 2024

The wild card for bond yields - the term premium original ↗

21 Nov 2024

The wild card for bond yields - the term premium original ↗

21 Nov 2024

Trend-following with industry groups - It works original ↗

21 Nov 2024

Trend-following with industry groups - It works original ↗

21 Nov 2024

There is no equity risk premium!original ↗

15 Nov 2024

There is no equity risk premium!original ↗

15 Nov 2024

Replicating trend-following beta is achievable original ↗

13 Nov 2024

Replicating trend-following beta is achievable original ↗

13 Nov 2024

VIX and corporate bonds original ↗

13 Nov 2024

VIX and corporate bonds original ↗

13 Nov 2024

The economics of information - a history which leads to narrative information original ↗

13 Nov 2024

The economics of information - a history which leads to narrative information original ↗

13 Nov 2024

Trend-following with stops reduces drawdowns original ↗

13 Nov 2024

Trend-following with stops reduces drawdowns original ↗

13 Nov 2024

Risk cycles and the business cycle - Form low risk comes growth but also greater credit risk original ↗

12 Nov 2024

Risk cycles and the business cycle - Form low risk comes growth but also greater credit risk original ↗

12 Nov 2024

VIX and the equity markets - equities drive volatility original ↗

9 Nov 2024

VIX and the equity markets - equities drive volatility original ↗

9 Nov 2024

Trend-following in high and low rate regimes original ↗

9 Nov 2024

Trend-following in high and low rate regimes original ↗

9 Nov 2024

Using our experiences is not always good original ↗

9 Nov 2024

Using our experiences is not always good original ↗

9 Nov 2024

Volatility is a driver for financial crises (Minsky low volatility)original ↗

6 Nov 2024

Volatility is a driver for financial crises (Minsky low volatility)original ↗

6 Nov 2024

Using the TIMEMIXER approach for volatility forecasting original ↗

5 Nov 2024

Using the TIMEMIXER approach for volatility forecasting original ↗

5 Nov 2024

That sinking feeling in the CMBS market original ↗

5 Nov 2024

That sinking feeling in the CMBS market original ↗

5 Nov 2024

TimeMixers as a new time series tool original ↗

4 Nov 2024

TimeMixers as a new time series tool original ↗

4 Nov 2024

Causal structures for equity risk factors evolve over time original ↗

4 Nov 2024

Causal structures for equity risk factors evolve over time original ↗

4 Nov 2024

The evolution of the hedge fund industry - The development of multi-strats original ↗

3 Nov 2024

The evolution of the hedge fund industry - The development of multi-strats original ↗

3 Nov 2024

Dynamic Factor Allocation with Regime Switchng original ↗

2 Nov 2024

Dynamic Factor Allocation with Regime Switchng original ↗

2 Nov 2024

The drivers of stock prices are time varying original ↗

26 Oct 2024

The drivers of stock prices are time varying original ↗

26 Oct 2024

Powerful paper - Analysts don't discount future earnings original ↗

26 Oct 2024

Powerful paper - Analysts don't discount future earnings original ↗

26 Oct 2024

Gold reserves increasing off lows original ↗

25 Oct 2024

Gold reserves increasing off lows original ↗

25 Oct 2024

Ray Kroc on friendly business original ↗

25 Oct 2024

Ray Kroc on friendly business original ↗

25 Oct 2024

Predicting anomalies - It is possible original ↗

21 Oct 2024

Predicting anomalies - It is possible original ↗

21 Oct 2024

BCG growth share matrix and investing - more dynamic betas original ↗

20 Oct 2024

BCG growth share matrix and investing - more dynamic betas original ↗

20 Oct 2024

Go global or local - An issue of transfer learning original ↗

20 Oct 2024

Go global or local - An issue of transfer learning original ↗

20 Oct 2024

Contagion measure important in a crisis original ↗

17 Oct 2024

Contagion measure important in a crisis original ↗

17 Oct 2024

Playing offense and defense with trend-following original ↗

16 Oct 2024

Playing offense and defense with trend-following original ↗

16 Oct 2024

Inflaton expectations - it is about the things you buy all of the time original ↗

15 Oct 2024

Inflaton expectations - it is about the things you buy all of the time original ↗

15 Oct 2024

Anomalies offer opportunities after they are reported original ↗

13 Oct 2024

Anomalies offer opportunities after they are reported original ↗

13 Oct 2024

What is volatility telling us at this time?original ↗

13 Oct 2024

What is volatility telling us at this time?original ↗

13 Oct 2024

Financial history pre-CRSP - key factors still worked original ↗

11 Oct 2024

Financial history pre-CRSP - key factors still worked original ↗

11 Oct 2024

Who grows our crops around the world by country?original ↗

9 Oct 2024

Who grows our crops around the world by country?original ↗

9 Oct 2024

That crazy yield message - overreaction in bonds original ↗

8 Oct 2024

That crazy yield message - overreaction in bonds original ↗

8 Oct 2024

The secret of trading - being right when others are wrong original ↗

8 Oct 2024

The secret of trading - being right when others are wrong original ↗

8 Oct 2024