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Mark Rzepczynski

mrzepczynski.blogspot.com

2022

Trend-following returns - It is all about macro volatilityoriginal ↗
23 Nov 2022
Trend-following returns - It is all about macro volatilityoriginal ↗
23 Nov 2022
Trend-following versus options - Finding cheap convexityoriginal ↗
23 Nov 2022
Trend-following versus options - Finding cheap convexityoriginal ↗
23 Nov 2022
Exploit style momentum - Track the style leadersoriginal ↗
22 Nov 2022
Exploit style momentum - Track the style leadersoriginal ↗
22 Nov 2022
The Bullard framework using the Taylor-Ruleoriginal ↗
22 Nov 2022
The Bullard framework using the Taylor-Ruleoriginal ↗
22 Nov 2022
What drives mistakes in equity accounting data?original ↗
20 Nov 2022
What drives mistakes in equity accounting data?original ↗
20 Nov 2022
Engaging investors - The key to success raising money or sharing ideasoriginal ↗
20 Nov 2022
Engaging investors - The key to success raising money or sharing ideasoriginal ↗
20 Nov 2022
ARK and commodity deflation risk - Don't think so...original ↗
16 Nov 2022
ARK and commodity deflation risk - Don't think so...original ↗
16 Nov 2022
The Bezzle and FTXoriginal ↗
15 Nov 2022
The Bezzle and FTXoriginal ↗
15 Nov 2022
Be a data detective - Now more than everoriginal ↗
14 Nov 2022
Be a data detective - Now more than everoriginal ↗
14 Nov 2022
Curiosity solves the information gap between what we know and what we need to knoworiginal ↗
13 Nov 2022
Curiosity solves the information gap between what we know and what we need to knoworiginal ↗
13 Nov 2022
Trend-following good in both high and low uncertainty periodsoriginal ↗
10 Nov 2022
Trend-following good in both high and low uncertainty periodsoriginal ↗
10 Nov 2022
Asset returns can tell us the economic regime - Conditional returns matteroriginal ↗
10 Nov 2022
Asset returns can tell us the economic regime - Conditional returns matteroriginal ↗
10 Nov 2022
Trend-following and rising rates – A world of differenceoriginal ↗
9 Nov 2022
Trend-following and rising rates – A world of differenceoriginal ↗
9 Nov 2022
Sahm Rule recession indicator - Not at critical level but trend is higheroriginal ↗
9 Nov 2022
Sahm Rule recession indicator - Not at critical level but trend is higheroriginal ↗
9 Nov 2022
Economic trade projects diplomatic poweroriginal ↗
8 Nov 2022
Economic trade projects diplomatic poweroriginal ↗
8 Nov 2022
Autocorrelation of stocks and bonds - why is it hard to trend-follow with stocksoriginal ↗
6 Nov 2022
Autocorrelation of stocks and bonds - why is it hard to trend-follow with stocksoriginal ↗
6 Nov 2022
Trend-followers are not alike - The case of turbulenceoriginal ↗
6 Nov 2022
Trend-followers are not alike - The case of turbulenceoriginal ↗
6 Nov 2022
Trending the trendfollowers - Can it be done?original ↗
6 Nov 2022
Trending the trendfollowers - Can it be done?original ↗
6 Nov 2022
Polycrises - multiple crises are a realityoriginal ↗
5 Nov 2022
Polycrises - multiple crises are a realityoriginal ↗
5 Nov 2022
Survivorship bias - Need to know what is missing from the dataoriginal ↗
3 Nov 2022
Survivorship bias - Need to know what is missing from the dataoriginal ↗
3 Nov 2022
Just read the newspaper - Signal on the count of the word "recession"original ↗
30 Oct 2022
Just read the newspaper - Signal on the count of the word "recession"original ↗
30 Oct 2022
Investors always face regret - It needs to be controlledoriginal ↗
30 Oct 2022
Investors always face regret - It needs to be controlledoriginal ↗
30 Oct 2022
Monetary policy as triageoriginal ↗
29 Oct 2022
Monetary policy as triageoriginal ↗
29 Oct 2022
Doves, hawks, dragons, and pigeons - the state of the Fedoriginal ↗
29 Oct 2022
Doves, hawks, dragons, and pigeons - the state of the Fedoriginal ↗
29 Oct 2022
Issac Newton and FOMO - Don't get outsmartedoriginal ↗
28 Oct 2022
Issac Newton and FOMO - Don't get outsmartedoriginal ↗
28 Oct 2022
Inflation as a global phenomenon - Do not forgetoriginal ↗
28 Oct 2022
Inflation as a global phenomenon - Do not forgetoriginal ↗
28 Oct 2022
Credit markets - If the funding is tough, the spreads are wideroriginal ↗
27 Oct 2022
Credit markets - If the funding is tough, the spreads are wideroriginal ↗
27 Oct 2022
The Bond King and flying to close to the sunoriginal ↗
25 Oct 2022
The Bond King and flying to close to the sunoriginal ↗
25 Oct 2022
When faced with uncertainty, investors delayoriginal ↗
23 Oct 2022
When faced with uncertainty, investors delayoriginal ↗
23 Oct 2022
Nowcasts - Helpful or just extrapolation?original ↗
22 Oct 2022
Nowcasts - Helpful or just extrapolation?original ↗
22 Oct 2022
Provocative question for any manager - Who is taking the other side of the trade?original ↗
22 Oct 2022
Provocative question for any manager - Who is taking the other side of the trade?original ↗
22 Oct 2022
Raise rates until something breaks - Liquidity may be the catalystoriginal ↗
20 Oct 2022
Raise rates until something breaks - Liquidity may be the catalystoriginal ↗
20 Oct 2022
60/40 allocation disaster - Is it too late to change?original ↗
20 Oct 2022
60/40 allocation disaster - Is it too late to change?original ↗
20 Oct 2022
The "Everything Bubble" and the "Great Repricing"original ↗
14 Oct 2022
The "Everything Bubble" and the "Great Repricing"original ↗
14 Oct 2022
In repricing mode, trend-following works versus other factorsoriginal ↗
14 Oct 2022
In repricing mode, trend-following works versus other factorsoriginal ↗
14 Oct 2022
Back to Square One - Incentives Matteroriginal ↗
13 Oct 2022
Back to Square One - Incentives Matteroriginal ↗
13 Oct 2022
Neon swans - "unthinkably rare, immensely important, and blindingly obvious"original ↗
12 Oct 2022
Neon swans - "unthinkably rare, immensely important, and blindingly obvious"original ↗
12 Oct 2022
Understanding China through changing development modelsoriginal ↗
12 Oct 2022
Understanding China through changing development modelsoriginal ↗
12 Oct 2022
Is quitting underrated? A new book takes a new perspectiveoriginal ↗
11 Oct 2022
Is quitting underrated? A new book takes a new perspectiveoriginal ↗
11 Oct 2022
Periods, Ages, and Regimesoriginal ↗
6 Oct 2022
Periods, Ages, and Regimesoriginal ↗
6 Oct 2022
The reemergence of OPEC - Western energy policyoriginal ↗
6 Oct 2022
The reemergence of OPEC - Western energy policyoriginal ↗
6 Oct 2022
Group Dynamics and the Fed - If everyone is thinking alike, someone is not thinkingoriginal ↗
2 Oct 2022
Group Dynamics and the Fed - If everyone is thinking alike, someone is not thinkingoriginal ↗
2 Oct 2022
Negative asset class, equity sector, and country returns - The repricing of riskoriginal ↗
2 Oct 2022
Negative asset class, equity sector, and country returns - The repricing of riskoriginal ↗
2 Oct 2022
The Fed inflation fight forces the repricing of riskoriginal ↗
2 Oct 2022
The Fed inflation fight forces the repricing of riskoriginal ↗
2 Oct 2022
Conference Board LEI flashing red - A strong macro indicatororiginal ↗
29 Sept 2022
Conference Board LEI flashing red - A strong macro indicatororiginal ↗
29 Sept 2022
Fixed income "volatility vortex" - Can this macro-prudential risk continue?original ↗
28 Sept 2022
Fixed income "volatility vortex" - Can this macro-prudential risk continue?original ↗
28 Sept 2022
Equity risk factors - The volatility regime may dominate the business cycle environmentoriginal ↗
25 Sept 2022
Equity risk factors - The volatility regime may dominate the business cycle environmentoriginal ↗
25 Sept 2022
Equity factor risks and the business cycle - Changing dynamics offer opportunitiesoriginal ↗
25 Sept 2022
Equity factor risks and the business cycle - Changing dynamics offer opportunitiesoriginal ↗
25 Sept 2022
EM risk and points of inflection from a Fed rate riseoriginal ↗
24 Sept 2022
EM risk and points of inflection from a Fed rate riseoriginal ↗
24 Sept 2022
EM risk from Fed tightening - Is this time different? Yes, but ....original ↗
23 Sept 2022
EM risk from Fed tightening - Is this time different? Yes, but ....original ↗
23 Sept 2022
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