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Mark Rzepczynski

mrzepczynski.blogspot.com

2021

The new regime - "Money Debt Hangover" after the pandemic and lockdownoriginal ↗
13 Mar 2021
The new regime - "Money Debt Hangover" after the pandemic and lockdownoriginal ↗
13 Mar 2021
Are we in a bubble world? Some objective measures from the ETH Zurich Financial Crisis Observatoryoriginal ↗
11 Mar 2021
Are we in a bubble world? Some objective measures from the ETH Zurich Financial Crisis Observatoryoriginal ↗
11 Mar 2021
Financial stress in US, advanced economies, and EM have normalizedoriginal ↗
10 Mar 2021
Financial stress in US, advanced economies, and EM have normalizedoriginal ↗
10 Mar 2021
What do you get versus what you may want with EM ETF'soriginal ↗
9 Mar 2021
What do you get versus what you may want with EM ETF'soriginal ↗
9 Mar 2021
Positioning does not suggest primary dealers are "Bond Vigilantes"original ↗
8 Mar 2021
Positioning does not suggest primary dealers are "Bond Vigilantes"original ↗
8 Mar 2021
Factor premium returns differ across business cycle - Investors need macro business senseoriginal ↗
8 Mar 2021
Factor premium returns differ across business cycle - Investors need macro business senseoriginal ↗
8 Mar 2021
Equity factor premia through time - Variable but persistentoriginal ↗
6 Mar 2021
Equity factor premia through time - Variable but persistentoriginal ↗
6 Mar 2021
Business cycles drive global asset return differencesoriginal ↗
5 Mar 2021
Business cycles drive global asset return differencesoriginal ↗
5 Mar 2021
Portfolio Management Intelligence - Analytics, Creativity, and Practical Actionoriginal ↗
3 Mar 2021
Portfolio Management Intelligence - Analytics, Creativity, and Practical Actionoriginal ↗
3 Mar 2021
Momentum crashes should be expected - Herds and informationoriginal ↗
2 Mar 2021
Momentum crashes should be expected - Herds and informationoriginal ↗
2 Mar 2021
Behavioral finance literature as highbrow self-help books - So what?original ↗
27 Feb 2021
Behavioral finance literature as highbrow self-help books - So what?original ↗
27 Feb 2021
Commodity shock sensitivity - Look at stocks to usage ratiooriginal ↗
23 Feb 2021
Commodity shock sensitivity - Look at stocks to usage ratiooriginal ↗
23 Feb 2021
Commodities - Positive market shocks aboundoriginal ↗
20 Feb 2021
Commodities - Positive market shocks aboundoriginal ↗
20 Feb 2021
Irrationality and ticker confusion - We are not getting smarteroriginal ↗
20 Feb 2021
Irrationality and ticker confusion - We are not getting smarteroriginal ↗
20 Feb 2021
Data preprocessing - Getting the foundations right is important for the return factoryoriginal ↗
18 Feb 2021
Data preprocessing - Getting the foundations right is important for the return factoryoriginal ↗
18 Feb 2021
From bubble busting to short squeezes and back again - Business displacement meets speculative financeoriginal ↗
12 Feb 2021
From bubble busting to short squeezes and back again - Business displacement meets speculative financeoriginal ↗
12 Feb 2021
Correlation and cointegration - You need to think about both when looking at connections across assetsoriginal ↗
11 Feb 2021
Correlation and cointegration - You need to think about both when looking at connections across assetsoriginal ↗
11 Feb 2021
Know your taxonomy and solve problems in financeoriginal ↗
10 Feb 2021
Know your taxonomy and solve problems in financeoriginal ↗
10 Feb 2021
GameStop (GME) - A game changer? Focus on the rules of the gameoriginal ↗
1 Feb 2021
GameStop (GME) - A game changer? Focus on the rules of the gameoriginal ↗
1 Feb 2021
Trend-following and improving portfolio construction - Know your correlation matrixoriginal ↗
29 Jan 2021
Trend-following and improving portfolio construction - Know your correlation matrixoriginal ↗
29 Jan 2021
Factor returns and the economic cycle - Performance will flip on changes in macro expectationsoriginal ↗
27 Jan 2021
Factor returns and the economic cycle - Performance will flip on changes in macro expectationsoriginal ↗
27 Jan 2021
Commodity super-cycle fever is here but shorter-term considerations should drive investment decisionsoriginal ↗
21 Jan 2021
Commodity super-cycle fever is here but shorter-term considerations should drive investment decisionsoriginal ↗
21 Jan 2021
Dispersion in CTA returns and small managers again lead with strong performance in 2020original ↗
20 Jan 2021
Dispersion in CTA returns and small managers again lead with strong performance in 2020original ↗
20 Jan 2021
Resilience engineering - Concepts that can be applicable to asset managementoriginal ↗
19 Jan 2021
Resilience engineering - Concepts that can be applicable to asset managementoriginal ↗
19 Jan 2021
Fight model overconfidence by having a threshold for failureoriginal ↗
17 Jan 2021
Fight model overconfidence by having a threshold for failureoriginal ↗
17 Jan 2021
The center of gravity for futures trading is moving to Chinaoriginal ↗
16 Jan 2021
The center of gravity for futures trading is moving to Chinaoriginal ↗
16 Jan 2021
Rational Ignorance and Asset Management - Trend-following signals information attentionoriginal ↗
15 Jan 2021
Rational Ignorance and Asset Management - Trend-following signals information attentionoriginal ↗
15 Jan 2021
Trend-following with and without volatility scaling - Two different worldsoriginal ↗
11 Jan 2021
Trend-following with and without volatility scaling - Two different worldsoriginal ↗
11 Jan 2021
Commodities will be subject to weather shocks (La Nina) - Opportunities for divergenceoriginal ↗
8 Jan 2021
Commodities will be subject to weather shocks (La Nina) - Opportunities for divergenceoriginal ↗
8 Jan 2021
Always about the uncertainty - The good and bad in business survey dataoriginal ↗
7 Jan 2021
Always about the uncertainty - The good and bad in business survey dataoriginal ↗
7 Jan 2021
Financial asset overshooting and the disconnect with the real worldoriginal ↗
6 Jan 2021
Financial asset overshooting and the disconnect with the real worldoriginal ↗
6 Jan 2021
The "risky shift" effect - A problem with group decisions and a reason for preferring modelsoriginal ↗
4 Jan 2021
The "risky shift" effect - A problem with group decisions and a reason for preferring modelsoriginal ↗
4 Jan 2021
Small and large firms behave differently over the business cycleoriginal ↗
3 Jan 2021
Small and large firms behave differently over the business cycleoriginal ↗
3 Jan 2021
2020 commodities - Almost all markets above average price for the yearoriginal ↗
1 Jan 2021
2020 commodities - Almost all markets above average price for the yearoriginal ↗
1 Jan 2021

2020

Limits to arbitrage - Rules and structure explain pricing anomaliesoriginal ↗
28 Dec 2020
Limits to arbitrage - Rules and structure explain pricing anomaliesoriginal ↗
28 Dec 2020
Equity long/short and market neutral hedge funds - Can they improve in 2021?original ↗
27 Dec 2020
Equity long/short and market neutral hedge funds - Can they improve in 2021?original ↗
27 Dec 2020
One man's investment diary through the Great Depressionoriginal ↗
26 Dec 2020
One man's investment diary through the Great Depressionoriginal ↗
26 Dec 2020
Animal spirits, declinism, and policy choices that will impact asset allocationoriginal ↗
24 Dec 2020
Animal spirits, declinism, and policy choices that will impact asset allocationoriginal ↗
24 Dec 2020
Dollar Decline - Policy Words and Actions Suggest Weaknessoriginal ↗
22 Dec 2020
Dollar Decline - Policy Words and Actions Suggest Weaknessoriginal ↗
22 Dec 2020
Are you with the stocks up and bond yields higher crowd? Being contrarianoriginal ↗
20 Dec 2020
Are you with the stocks up and bond yields higher crowd? Being contrarianoriginal ↗
20 Dec 2020
Corporate risk - Don't follow spreads, follow leverage and cashoriginal ↗
18 Dec 2020
Corporate risk - Don't follow spreads, follow leverage and cashoriginal ↗
18 Dec 2020
Corporate zombies walking the globe - Is this a problem?original ↗
17 Dec 2020
Corporate zombies walking the globe - Is this a problem?original ↗
17 Dec 2020
Trend-following and market inefficiency - It is in the mean reversionoriginal ↗
15 Dec 2020
Trend-following and market inefficiency - It is in the mean reversionoriginal ↗
15 Dec 2020
What decade will we be living in for 2021?original ↗
13 Dec 2020
What decade will we be living in for 2021?original ↗
13 Dec 2020
The value of dissent with investment committees - You want troublemakers; not devil's advocatesoriginal ↗
11 Dec 2020
The value of dissent with investment committees - You want troublemakers; not devil's advocatesoriginal ↗
11 Dec 2020
Forecasters give good commentary; they just don't predict well. Follow the trendoriginal ↗
10 Dec 2020
Forecasters give good commentary; they just don't predict well. Follow the trendoriginal ↗
10 Dec 2020
Inflation - what is your view on labor slack?original ↗
8 Dec 2020
Inflation - what is your view on labor slack?original ↗
8 Dec 2020
Low volatility anomalies - Is it all about the skew?original ↗
7 Dec 2020
Low volatility anomalies - Is it all about the skew?original ↗
7 Dec 2020
David Ricardo - Cut those losses. Ride those profits!original ↗
6 Dec 2020
David Ricardo - Cut those losses. Ride those profits!original ↗
6 Dec 2020
Rudi Dornbusch - How to think about the world of economicsoriginal ↗
5 Dec 2020
Rudi Dornbusch - How to think about the world of economicsoriginal ↗
5 Dec 2020
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