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Mark Rzepczynski

mrzepczynski.blogspot.com

2021

Simple monetary arithmetic - P-star suggests higher inflationoriginal ↗
13 May 2021
Simple monetary arithmetic - P-star suggests higher inflationoriginal ↗
13 May 2021
Investors forming bets around transitory inflation argumentsoriginal ↗
12 May 2021
Investors forming bets around transitory inflation argumentsoriginal ↗
12 May 2021
SPACs and changing optimism - A possible sign of changing sentimentoriginal ↗
11 May 2021
SPACs and changing optimism - A possible sign of changing sentimentoriginal ↗
11 May 2021
Bond yields move around FOMC dates - Policy centric clues drive marketsoriginal ↗
8 May 2021
Bond yields move around FOMC dates - Policy centric clues drive marketsoriginal ↗
8 May 2021
Backwardated commodities are beating stocks - A rotation to the real economyoriginal ↗
3 May 2021
Backwardated commodities are beating stocks - A rotation to the real economyoriginal ↗
3 May 2021
The half-life of facts - it can be an investment problemoriginal ↗
3 May 2021
The half-life of facts - it can be an investment problemoriginal ↗
3 May 2021
NY Fed staff nowcast - Still strong for second quarteroriginal ↗
2 May 2021
NY Fed staff nowcast - Still strong for second quarteroriginal ↗
2 May 2021
NY Fed weekly economic index off the chartsoriginal ↗
1 May 2021
NY Fed weekly economic index off the chartsoriginal ↗
1 May 2021
Inflation expectations term structure - What are forecasters thinking when we form an inflation curve?original ↗
30 Apr 2021
Inflation expectations term structure - What are forecasters thinking when we form an inflation curve?original ↗
30 Apr 2021
Downside protection, tail risk and timing - Sorry, the path of equities will have huge impact on costs and benefitsoriginal ↗
30 Apr 2021
Downside protection, tail risk and timing - Sorry, the path of equities will have huge impact on costs and benefitsoriginal ↗
30 Apr 2021
Thinking About the Proprietary Data Edge - Creating, Manipulating, and Applyingoriginal ↗
29 Apr 2021
Thinking About the Proprietary Data Edge - Creating, Manipulating, and Applyingoriginal ↗
29 Apr 2021
Break-evens vs real rate changes tell us about market regimeoriginal ↗
27 Apr 2021
Break-evens vs real rate changes tell us about market regimeoriginal ↗
27 Apr 2021
History is needed to do good financeoriginal ↗
26 Apr 2021
History is needed to do good financeoriginal ↗
26 Apr 2021
The mechanics of market efficiency (MOME) separate the academic and practitioneroriginal ↗
26 Apr 2021
The mechanics of market efficiency (MOME) separate the academic and practitioneroriginal ↗
26 Apr 2021
K-shaped recovery for real and financial markets - A world of dispersionoriginal ↗
23 Apr 2021
K-shaped recovery for real and financial markets - A world of dispersionoriginal ↗
23 Apr 2021
Crowdsourced forecasting methods - Should be applied to financeoriginal ↗
22 Apr 2021
Crowdsourced forecasting methods - Should be applied to financeoriginal ↗
22 Apr 2021
More on the value growth debate - It is situationaloriginal ↗
20 Apr 2021
More on the value growth debate - It is situationaloriginal ↗
20 Apr 2021
Boom and Bust - A great book on bubbles which is useful todayoriginal ↗
19 Apr 2021
Boom and Bust - A great book on bubbles which is useful todayoriginal ↗
19 Apr 2021
Crowdedness for divergent and convergent strategies - How can it be measured?original ↗
17 Apr 2021
Crowdedness for divergent and convergent strategies - How can it be measured?original ↗
17 Apr 2021
Crowded futures market trade measurement and momentum, value and basis factor strategies - Watch speculators who are adding positionsoriginal ↗
16 Apr 2021
Crowded futures market trade measurement and momentum, value and basis factor strategies - Watch speculators who are adding positionsoriginal ↗
16 Apr 2021
Ex ante ignorance and ex post knowledge - Uncertainty shiftingoriginal ↗
15 Apr 2021
Ex ante ignorance and ex post knowledge - Uncertainty shiftingoriginal ↗
15 Apr 2021
The Fed's TPLT framework, Temporary Price-level Targeting - Love or hate it, you need to understand itoriginal ↗
15 Apr 2021
The Fed's TPLT framework, Temporary Price-level Targeting - Love or hate it, you need to understand itoriginal ↗
15 Apr 2021
An index of common inflation expectations - A helpful tool from the Fedoriginal ↗
14 Apr 2021
An index of common inflation expectations - A helpful tool from the Fedoriginal ↗
14 Apr 2021
Market efficiency - we have come a long way from the simpleoriginal ↗
14 Apr 2021
Market efficiency - we have come a long way from the simpleoriginal ↗
14 Apr 2021
Good and Bad Currency Carry Trades - We need more thinking on currency portfolio constructionoriginal ↗
13 Apr 2021
Good and Bad Currency Carry Trades - We need more thinking on currency portfolio constructionoriginal ↗
13 Apr 2021
What you need to know about "crowdedness" risk and returnoriginal ↗
13 Apr 2021
What you need to know about "crowdedness" risk and returnoriginal ↗
13 Apr 2021
Geopolitical risks - The spillover to markets is realoriginal ↗
12 Apr 2021
Geopolitical risks - The spillover to markets is realoriginal ↗
12 Apr 2021
Margin credit - More complex than just saying it is risingoriginal ↗
11 Apr 2021
Margin credit - More complex than just saying it is risingoriginal ↗
11 Apr 2021
Sell-side research - You get what you pay for, no more, no lessoriginal ↗
10 Apr 2021
Sell-side research - You get what you pay for, no more, no lessoriginal ↗
10 Apr 2021
The ladder of causality -The basis for any investment analysis and AIoriginal ↗
8 Apr 2021
The ladder of causality -The basis for any investment analysis and AIoriginal ↗
8 Apr 2021
Recognition-primed decision-making model - A key approach to investingoriginal ↗
5 Apr 2021
Recognition-primed decision-making model - A key approach to investingoriginal ↗
5 Apr 2021
From knowledge to forecast - An inference maporiginal ↗
4 Apr 2021
From knowledge to forecast - An inference maporiginal ↗
4 Apr 2021
OPTEMPO and investment decision-making - Process has to match market tempooriginal ↗
3 Apr 2021
OPTEMPO and investment decision-making - Process has to match market tempooriginal ↗
3 Apr 2021
The Value Trade Opportunity - A reduction in the value spreadoriginal ↗
2 Apr 2021
The Value Trade Opportunity - A reduction in the value spreadoriginal ↗
2 Apr 2021
Risk and uncertainty - The problem of closing the knowability gaporiginal ↗
1 Apr 2021
Risk and uncertainty - The problem of closing the knowability gaporiginal ↗
1 Apr 2021
Market inefficiency is situationaloriginal ↗
31 Mar 2021
Market inefficiency is situationaloriginal ↗
31 Mar 2021
Currency Carry and Funding Risks - It's all about the plumbingoriginal ↗
30 Mar 2021
Currency Carry and Funding Risks - It's all about the plumbingoriginal ↗
30 Mar 2021
Moving beyond uncovered interest rate parity to uncovered return parityoriginal ↗
29 Mar 2021
Moving beyond uncovered interest rate parity to uncovered return parityoriginal ↗
29 Mar 2021
Using equity returns to forecast cross-section currency returnsoriginal ↗
27 Mar 2021
Using equity returns to forecast cross-section currency returnsoriginal ↗
27 Mar 2021
FX Carry Returns - Pricing in Skewnessoriginal ↗
26 Mar 2021
FX Carry Returns - Pricing in Skewnessoriginal ↗
26 Mar 2021
Currency trading and business cycle dispersion - Buy strong growth and sell low growth in cross-sectional portfoliooriginal ↗
23 Mar 2021
Currency trading and business cycle dispersion - Buy strong growth and sell low growth in cross-sectional portfoliooriginal ↗
23 Mar 2021
Persuasion and dealing with different decision-makers - The Miller-Williams decision-making style matrixoriginal ↗
23 Mar 2021
Persuasion and dealing with different decision-makers - The Miller-Williams decision-making style matrixoriginal ↗
23 Mar 2021
Changing stock bond correlation and macro factors - what has to happenoriginal ↗
22 Mar 2021
Changing stock bond correlation and macro factors - what has to happenoriginal ↗
22 Mar 2021
Bond-stock correlations around the world - All have been moving higheroriginal ↗
21 Mar 2021
Bond-stock correlations around the world - All have been moving higheroriginal ↗
21 Mar 2021
Exchange rate forecasts - We are not getting any smarter, use them at your own periloriginal ↗
19 Mar 2021
Exchange rate forecasts - We are not getting any smarter, use them at your own periloriginal ↗
19 Mar 2021
Discretionary versus quant systems - Can you tell the difference? - The "I, Robot" problemoriginal ↗
19 Mar 2021
Discretionary versus quant systems - Can you tell the difference? - The "I, Robot" problemoriginal ↗
19 Mar 2021
Global financial uncertainty is a complex combination of country, region, and overall global market volatilityoriginal ↗
18 Mar 2021
Global financial uncertainty is a complex combination of country, region, and overall global market volatilityoriginal ↗
18 Mar 2021
Why are central bank statements so important? - Disclosing private informationoriginal ↗
17 Mar 2021
Why are central bank statements so important? - Disclosing private informationoriginal ↗
17 Mar 2021
From Von Clausewitz - Coup d'oeil - strategic intuition with a glanceoriginal ↗
17 Mar 2021
From Von Clausewitz - Coup d'oeil - strategic intuition with a glanceoriginal ↗
17 Mar 2021
A complex market is not the same as a complicated market - Know the differenceoriginal ↗
14 Mar 2021
A complex market is not the same as a complicated market - Know the differenceoriginal ↗
14 Mar 2021
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