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Mark Rzepczynski

mrzepczynski.blogspot.com

2020

Fidelity survey - Digital asset interest increasing - What are you going to do with digital assets in 2021?original ↗
4 Dec 2020
Fidelity survey - Digital asset interest increasing - What are you going to do with digital assets in 2021?original ↗
4 Dec 2020
An equal-weighted index as an alternative to Tesla's addition to the S&P 500original ↗
3 Dec 2020
An equal-weighted index as an alternative to Tesla's addition to the S&P 500original ↗
3 Dec 2020
FX volatility trend - Convergent monetary policy leads to smooth exchange ratesoriginal ↗
2 Dec 2020
FX volatility trend - Convergent monetary policy leads to smooth exchange ratesoriginal ↗
2 Dec 2020
The big November, alternative reality, and forward expectationsoriginal ↗
1 Dec 2020
The big November, alternative reality, and forward expectationsoriginal ↗
1 Dec 2020
Inflation - Not what was expected, not what is wantedoriginal ↗
29 Nov 2020
Inflation - Not what was expected, not what is wantedoriginal ↗
29 Nov 2020
Public pension funds -There are no quick fixesoriginal ↗
28 Nov 2020
Public pension funds -There are no quick fixesoriginal ↗
28 Nov 2020
Momentum is everywhere - can even be found intradayoriginal ↗
27 Nov 2020
Momentum is everywhere - can even be found intradayoriginal ↗
27 Nov 2020
The November momentum factor crash - Regime and crowd changes will shockoriginal ↗
26 Nov 2020
The November momentum factor crash - Regime and crowd changes will shockoriginal ↗
26 Nov 2020
Slowbalization, de-globalization, or a return to strong globalization - An important theme for 2021original ↗
25 Nov 2020
Slowbalization, de-globalization, or a return to strong globalization - An important theme for 2021original ↗
25 Nov 2020
Trend-followers and managers futures need a better definition of their value-added than "crisis alpha"original ↗
23 Nov 2020
Trend-followers and managers futures need a better definition of their value-added than "crisis alpha"original ↗
23 Nov 2020
As market trends get stronger, there is increased likelihood of mean reversionoriginal ↗
21 Nov 2020
As market trends get stronger, there is increased likelihood of mean reversionoriginal ↗
21 Nov 2020
LDI in a low interest rate world - Overlay different sets of risks on a bond portfoliooriginal ↗
18 Nov 2020
LDI in a low interest rate world - Overlay different sets of risks on a bond portfoliooriginal ↗
18 Nov 2020
How much value should you place in macroeconomic forecasts? - The under and overreaction of forecastersoriginal ↗
16 Nov 2020
How much value should you place in macroeconomic forecasts? - The under and overreaction of forecastersoriginal ↗
16 Nov 2020
Risk-on/Risk-off – Actually start with uncertainty high / uncertainty loworiginal ↗
16 Nov 2020
Risk-on/Risk-off – Actually start with uncertainty high / uncertainty loworiginal ↗
16 Nov 2020
Andre Kostolany - The European speculator of wit and charmoriginal ↗
15 Nov 2020
Andre Kostolany - The European speculator of wit and charmoriginal ↗
15 Nov 2020
Who says good journalism is dead? - Nothing like a good headline - Take your shotoriginal ↗
10 Nov 2020
Who says good journalism is dead? - Nothing like a good headline - Take your shotoriginal ↗
10 Nov 2020
If everything is historic, then nothing is historic, just historical - Out of the ordinary events are not all historic eventsoriginal ↗
10 Nov 2020
If everything is historic, then nothing is historic, just historical - Out of the ordinary events are not all historic eventsoriginal ↗
10 Nov 2020
The failure of ungrounded investment narrativesoriginal ↗
6 Nov 2020
The failure of ungrounded investment narrativesoriginal ↗
6 Nov 2020
The warnings from October - The end of the easy money bounceoriginal ↗
2 Nov 2020
The warnings from October - The end of the easy money bounceoriginal ↗
2 Nov 2020
Intuition as an alternative mode of thought - Experience can help with some decision tasksoriginal ↗
2 Nov 2020
Intuition as an alternative mode of thought - Experience can help with some decision tasksoriginal ↗
2 Nov 2020
Margin calls and the danger of feedback loops and pro-cyclicalityoriginal ↗
1 Nov 2020
Margin calls and the danger of feedback loops and pro-cyclicalityoriginal ↗
1 Nov 2020
Food for thought on political cycles and stock returnsoriginal ↗
1 Nov 2020
Food for thought on political cycles and stock returnsoriginal ↗
1 Nov 2020
Back to basics - Always hold increasing returns to scale businessesoriginal ↗
31 Oct 2020
Back to basics - Always hold increasing returns to scale businessesoriginal ↗
31 Oct 2020
Trend-following strategy as the new safe haven assetoriginal ↗
28 Oct 2020
Trend-following strategy as the new safe haven assetoriginal ↗
28 Oct 2020
Trend-following - Deep learning can help but burden still on setting up the problem correctlyoriginal ↗
27 Oct 2020
Trend-following - Deep learning can help but burden still on setting up the problem correctlyoriginal ↗
27 Oct 2020
Always a frustration when actual return is disconnected with volatility, but does it matter for managed futuresoriginal ↗
26 Oct 2020
Always a frustration when actual return is disconnected with volatility, but does it matter for managed futuresoriginal ↗
26 Oct 2020
Treasury liquidity and the demand for cash - There can be a run on the safe asset marketoriginal ↗
26 Oct 2020
Treasury liquidity and the demand for cash - There can be a run on the safe asset marketoriginal ↗
26 Oct 2020
Forget about new agriculture futures contracts; Focus on agriculture competition if you want to trade commoditiesoriginal ↗
22 Oct 2020
Forget about new agriculture futures contracts; Focus on agriculture competition if you want to trade commoditiesoriginal ↗
22 Oct 2020
Has 2020 been a good or bad year for trend-followers?original ↗
21 Oct 2020
Has 2020 been a good or bad year for trend-followers?original ↗
21 Oct 2020
What to expect as the risk-return trade-off for trend-followersoriginal ↗
20 Oct 2020
What to expect as the risk-return trade-off for trend-followersoriginal ↗
20 Oct 2020
Radical Uncertainty - we are living it, so learn to deal with itoriginal ↗
20 Oct 2020
Radical Uncertainty - we are living it, so learn to deal with itoriginal ↗
20 Oct 2020
Diversification the driver for smart beta returnsoriginal ↗
19 Oct 2020
Diversification the driver for smart beta returnsoriginal ↗
19 Oct 2020
Understand r-star if you want to understand the Fedoriginal ↗
15 Oct 2020
Understand r-star if you want to understand the Fedoriginal ↗
15 Oct 2020
Political Risk Assessment - Big exposures are often under evaluatedoriginal ↗
14 Oct 2020
Political Risk Assessment - Big exposures are often under evaluatedoriginal ↗
14 Oct 2020
LEGO can tell investment people something about risk managementoriginal ↗
13 Oct 2020
LEGO can tell investment people something about risk managementoriginal ↗
13 Oct 2020
Thinking about diversification in an uncertain worldoriginal ↗
12 Oct 2020
Thinking about diversification in an uncertain worldoriginal ↗
12 Oct 2020
Assess macro-prudential policies and tail riskoriginal ↗
12 Oct 2020
Assess macro-prudential policies and tail riskoriginal ↗
12 Oct 2020
CNN Fear and Greed index consistent with other risk aversion and stress indicesoriginal ↗
9 Oct 2020
CNN Fear and Greed index consistent with other risk aversion and stress indicesoriginal ↗
9 Oct 2020
Does your investment committee have a Devil's Advocate?original ↗
8 Oct 2020
Does your investment committee have a Devil's Advocate?original ↗
8 Oct 2020
No stress in the markets, but it has a way of sneaking up on investorsoriginal ↗
7 Oct 2020
No stress in the markets, but it has a way of sneaking up on investorsoriginal ↗
7 Oct 2020
CSFB Fear Barometer - Why is fear stable?original ↗
6 Oct 2020
CSFB Fear Barometer - Why is fear stable?original ↗
6 Oct 2020
Thinking through clustering for a different but clearer perspectiveoriginal ↗
5 Oct 2020
Thinking through clustering for a different but clearer perspectiveoriginal ↗
5 Oct 2020
CBOE Eurekahedge Tail Risk Hedge Fund Index - A costly downside hedgeoriginal ↗
2 Oct 2020
CBOE Eurekahedge Tail Risk Hedge Fund Index - A costly downside hedgeoriginal ↗
2 Oct 2020
Tail events - Historical, Implied and Subjective Distributionsoriginal ↗
1 Oct 2020
Tail events - Historical, Implied and Subjective Distributionsoriginal ↗
1 Oct 2020
Forming a tale about tail risk - The narrative mattersoriginal ↗
30 Sept 2020
Forming a tale about tail risk - The narrative mattersoriginal ↗
30 Sept 2020
China growth - Where to turn to for policy analysisoriginal ↗
29 Sept 2020
China growth - Where to turn to for policy analysisoriginal ↗
29 Sept 2020
Lumber and momentum crashesoriginal ↗
24 Sept 2020
Lumber and momentum crashesoriginal ↗
24 Sept 2020
All the focus on the left tail but what about a right tail event?original ↗
24 Sept 2020
All the focus on the left tail but what about a right tail event?original ↗
24 Sept 2020
Incentives matter - So always looks for the incentivesoriginal ↗
23 Sept 2020
Incentives matter - So always looks for the incentivesoriginal ↗
23 Sept 2020
The Fed 2023 policy - What does this mean for asset allocation and market themes? Limited choicesoriginal ↗
22 Sept 2020
The Fed 2023 policy - What does this mean for asset allocation and market themes? Limited choicesoriginal ↗
22 Sept 2020
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