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Mark Rzepczynski

mrzepczynski.blogspot.com

2022

Crypto correlation - no clear relationship with hedge funds and equitiesoriginal ↗
3 Feb 2022
Crypto correlation - no clear relationship with hedge funds and equitiesoriginal ↗
3 Feb 2022
The continued search for yield - You cannot have everythingoriginal ↗
2 Feb 2022
The continued search for yield - You cannot have everythingoriginal ↗
2 Feb 2022
Equity duration and the current sell-off - all about timing and discounting cash flowsoriginal ↗
1 Feb 2022
Equity duration and the current sell-off - all about timing and discounting cash flowsoriginal ↗
1 Feb 2022
Factor performance in bull and bear markets - Diversification in bear market is valuableoriginal ↗
1 Feb 2022
Factor performance in bull and bear markets - Diversification in bear market is valuableoriginal ↗
1 Feb 2022
Machine learning, deep learning and creating an investment edgeoriginal ↗
29 Jan 2022
Machine learning, deep learning and creating an investment edgeoriginal ↗
29 Jan 2022
The problem of "should" and "is" with investingoriginal ↗
29 Jan 2022
The problem of "should" and "is" with investingoriginal ↗
29 Jan 2022
Equity investing - It is all about the timing of cash flowsoriginal ↗
27 Jan 2022
Equity investing - It is all about the timing of cash flowsoriginal ↗
27 Jan 2022
Yes, there is opportunity for macro trading with equitiesoriginal ↗
25 Jan 2022
Yes, there is opportunity for macro trading with equitiesoriginal ↗
25 Jan 2022
Limited upside for stock and bonds over the next 5 yearsoriginal ↗
24 Jan 2022
Limited upside for stock and bonds over the next 5 yearsoriginal ↗
24 Jan 2022
Is this what a return to normalcy looks like in the stock market?original ↗
22 Jan 2022
Is this what a return to normalcy looks like in the stock market?original ↗
22 Jan 2022
From just-in-time to just-in-case commodity marketsoriginal ↗
20 Jan 2022
From just-in-time to just-in-case commodity marketsoriginal ↗
20 Jan 2022
Trend-following and crisis alpha - Style, timing, and market selection determines benefitsoriginal ↗
20 Jan 2022
Trend-following and crisis alpha - Style, timing, and market selection determines benefitsoriginal ↗
20 Jan 2022
Machine learning provides significant value for asset pricingoriginal ↗
19 Jan 2022
Machine learning provides significant value for asset pricingoriginal ↗
19 Jan 2022
Dispersion heralds the ascent of stock-pickers and active managersoriginal ↗
18 Jan 2022
Dispersion heralds the ascent of stock-pickers and active managersoriginal ↗
18 Jan 2022
Completion portfolio investments - A fad or something worth consideringoriginal ↗
15 Jan 2022
Completion portfolio investments - A fad or something worth consideringoriginal ↗
15 Jan 2022
Endowments and equity factor - Just too much exposure?original ↗
14 Jan 2022
Endowments and equity factor - Just too much exposure?original ↗
14 Jan 2022
Machine learning and portfolio optimizationoriginal ↗
14 Jan 2022
Machine learning and portfolio optimizationoriginal ↗
14 Jan 2022
Narrative drives return - even if stories do not generate measurable riskoriginal ↗
13 Jan 2022
Narrative drives return - even if stories do not generate measurable riskoriginal ↗
13 Jan 2022
Trend-followers - A multiple naming convention problemoriginal ↗
13 Jan 2022
Trend-followers - A multiple naming convention problemoriginal ↗
13 Jan 2022
Systematic investing - Reducing the noise from discretionoriginal ↗
11 Jan 2022
Systematic investing - Reducing the noise from discretionoriginal ↗
11 Jan 2022
Cheers for plain English in investment managementoriginal ↗
10 Jan 2022
Cheers for plain English in investment managementoriginal ↗
10 Jan 2022
No drag from commodities - now bonds are the drag for risk parity portfoliosoriginal ↗
7 Jan 2022
No drag from commodities - now bonds are the drag for risk parity portfoliosoriginal ↗
7 Jan 2022
Asymmetric globalization - at the country level closet mercantilismoriginal ↗
6 Jan 2022
Asymmetric globalization - at the country level closet mercantilismoriginal ↗
6 Jan 2022
The negative bond/positive stock return of 2021 - will it continue?original ↗
2 Jan 2022
The negative bond/positive stock return of 2021 - will it continue?original ↗
2 Jan 2022
Gold, oh so old school - no interest in the precious metaloriginal ↗
2 Jan 2022
Gold, oh so old school - no interest in the precious metaloriginal ↗
2 Jan 2022
The big systemic risk - the need for stability and orderoriginal ↗
1 Jan 2022
The big systemic risk - the need for stability and orderoriginal ↗
1 Jan 2022
Long-run commodity prices - it is all about cyclesoriginal ↗
1 Jan 2022
Long-run commodity prices - it is all about cyclesoriginal ↗
1 Jan 2022

2021

The shape of things to come -platykurticoriginal ↗
31 Dec 2021
The shape of things to come -platykurticoriginal ↗
31 Dec 2021
Over-fitting and under-fitting and model buildingoriginal ↗
31 Dec 2021
Over-fitting and under-fitting and model buildingoriginal ↗
31 Dec 2021
Any fool can make a fortune, brains needed to hold onto itoriginal ↗
29 Dec 2021
Any fool can make a fortune, brains needed to hold onto itoriginal ↗
29 Dec 2021
Science and investment ideas progress slowly... death, retirement, and failureoriginal ↗
28 Dec 2021
Science and investment ideas progress slowly... death, retirement, and failureoriginal ↗
28 Dec 2021
Inflation narratives vary across groups - The reason for marketsoriginal ↗
27 Dec 2021
Inflation narratives vary across groups - The reason for marketsoriginal ↗
27 Dec 2021
Money matters, but credit counts - Follow credit and not just central banksoriginal ↗
26 Dec 2021
Money matters, but credit counts - Follow credit and not just central banksoriginal ↗
26 Dec 2021
We forgive humans but not machines - Bias against algosoriginal ↗
21 Dec 2021
We forgive humans but not machines - Bias against algosoriginal ↗
21 Dec 2021
Performance curves - Still says that simple works relative to complexoriginal ↗
21 Dec 2021
Performance curves - Still says that simple works relative to complexoriginal ↗
21 Dec 2021
Trusting the rating agencies - A global problemoriginal ↗
19 Dec 2021
Trusting the rating agencies - A global problemoriginal ↗
19 Dec 2021
Monetary policy, inflation, and FAIToriginal ↗
17 Dec 2021
Monetary policy, inflation, and FAIToriginal ↗
17 Dec 2021
Tail risk - shocks and systemic failureoriginal ↗
15 Dec 2021
Tail risk - shocks and systemic failureoriginal ↗
15 Dec 2021
Fed's current tapering by the numbers - A long way to go to normalcyoriginal ↗
14 Dec 2021
Fed's current tapering by the numbers - A long way to go to normalcyoriginal ↗
14 Dec 2021
Looking beyond risk factors and focusing on basics like economic profit growthoriginal ↗
14 Dec 2021
Looking beyond risk factors and focusing on basics like economic profit growthoriginal ↗
14 Dec 2021
Blending traditional research and ML processes - There is a lot of overlaporiginal ↗
10 Dec 2021
Blending traditional research and ML processes - There is a lot of overlaporiginal ↗
10 Dec 2021
Explainable and Interpretable AI - Looking inside black boxesoriginal ↗
6 Dec 2021
Explainable and Interpretable AI - Looking inside black boxesoriginal ↗
6 Dec 2021
Shipping - Markets excesses gone or something different?original ↗
5 Dec 2021
Shipping - Markets excesses gone or something different?original ↗
5 Dec 2021
P-hacking - maybe our concerns are overdoneoriginal ↗
5 Dec 2021
P-hacking - maybe our concerns are overdoneoriginal ↗
5 Dec 2021
Prospect theory can explain many stock anomaliesoriginal ↗
4 Dec 2021
Prospect theory can explain many stock anomaliesoriginal ↗
4 Dec 2021
Price-based and fundamental systems - Trusting data structuresoriginal ↗
4 Dec 2021
Price-based and fundamental systems - Trusting data structuresoriginal ↗
4 Dec 2021
Stay, double down, double up, and walking away decisionsoriginal ↗
3 Dec 2021
Stay, double down, double up, and walking away decisionsoriginal ↗
3 Dec 2021
Hanke measures - Inflation is everywhereoriginal ↗
30 Nov 2021
Hanke measures - Inflation is everywhereoriginal ↗
30 Nov 2021
China global financial stress elevated but not unusualoriginal ↗
30 Nov 2021
China global financial stress elevated but not unusualoriginal ↗
30 Nov 2021
Rates versus absolute change - Mistakes that investors make that matteroriginal ↗
29 Nov 2021
Rates versus absolute change - Mistakes that investors make that matteroriginal ↗
29 Nov 2021
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