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Mark Rzepczynski

mrzepczynski.blogspot.com

2020

"I am uncertain" vs. "It is uncertain" - Internal Versus External Uncertaintyoriginal ↗
13 Jul 2020
"I am uncertain" vs. "It is uncertain" - Internal Versus External Uncertaintyoriginal ↗
13 Jul 2020
Sharpe indifference curves and the power of diversification - Fundamental to the strategy approval processoriginal ↗
13 Jul 2020
Sharpe indifference curves and the power of diversification - Fundamental to the strategy approval processoriginal ↗
13 Jul 2020
Keeping it simple with downside protectionoriginal ↗
10 Jul 2020
Keeping it simple with downside protectionoriginal ↗
10 Jul 2020
Regression, "Oh so 20th century"; Machine learning, "Oh so 21st century"original ↗
7 Jul 2020
Regression, "Oh so 20th century"; Machine learning, "Oh so 21st century"original ↗
7 Jul 2020
I want my CTA diversified but not too diversifiedoriginal ↗
6 Jul 2020
I want my CTA diversified but not too diversifiedoriginal ↗
6 Jul 2020
Biggest long-term threat in 2020 - Deglobalizationoriginal ↗
5 Jul 2020
Biggest long-term threat in 2020 - Deglobalizationoriginal ↗
5 Jul 2020
CTA style dispersion higher - These are times when the pain from regret growsoriginal ↗
2 Jul 2020
CTA style dispersion higher - These are times when the pain from regret growsoriginal ↗
2 Jul 2020
Do you want a stable or variable beta for your hedge fund?original ↗
2 Jul 2020
Do you want a stable or variable beta for your hedge fund?original ↗
2 Jul 2020
Great quarter for stocks - Now what?original ↗
1 Jul 2020
Great quarter for stocks - Now what?original ↗
1 Jul 2020
A cov-lite recession - The impact of more lenient credit terms is not positiveoriginal ↗
29 Jun 2020
A cov-lite recession - The impact of more lenient credit terms is not positiveoriginal ↗
29 Jun 2020
Cockroach Theory or "It's just one darn thing followed by another"original ↗
28 Jun 2020
Cockroach Theory or "It's just one darn thing followed by another"original ↗
28 Jun 2020
Equity risk factor performance has switched since Marchoriginal ↗
27 Jun 2020
Equity risk factor performance has switched since Marchoriginal ↗
27 Jun 2020
What hedge fund return expectations should we expect for the next 10 years?original ↗
26 Jun 2020
What hedge fund return expectations should we expect for the next 10 years?original ↗
26 Jun 2020
Eisenhower decision matrix; balance urgency and importance - Old school still worksoriginal ↗
24 Jun 2020
Eisenhower decision matrix; balance urgency and importance - Old school still worksoriginal ↗
24 Jun 2020
When the next crisis comes - 3 strategies for protectionoriginal ↗
23 Jun 2020
When the next crisis comes - 3 strategies for protectionoriginal ↗
23 Jun 2020
Too much choice and no decisions - A story of hedge fund manager selectionoriginal ↗
23 Jun 2020
Too much choice and no decisions - A story of hedge fund manager selectionoriginal ↗
23 Jun 2020
Switch to the value factor strategy - Case analysis provides encouraging evidenceoriginal ↗
22 Jun 2020
Switch to the value factor strategy - Case analysis provides encouraging evidenceoriginal ↗
22 Jun 2020
Value still not an investment opportunityoriginal ↗
18 Jun 2020
Value still not an investment opportunityoriginal ↗
18 Jun 2020
Ergodicity, economics, and the real economyoriginal ↗
17 Jun 2020
Ergodicity, economics, and the real economyoriginal ↗
17 Jun 2020
Macro risks and equity risk factors - Building unconditional portfolios is riskyoriginal ↗
16 Jun 2020
Macro risks and equity risk factors - Building unconditional portfolios is riskyoriginal ↗
16 Jun 2020
First Impressions Matter - A New Important Biasoriginal ↗
15 Jun 2020
First Impressions Matter - A New Important Biasoriginal ↗
15 Jun 2020
Momentum and turning points - Working through corrections and reboundsoriginal ↗
12 Jun 2020
Momentum and turning points - Working through corrections and reboundsoriginal ↗
12 Jun 2020
Barclays hedge fund survey and COVID19original ↗
10 Jun 2020
Barclays hedge fund survey and COVID19original ↗
10 Jun 2020
Turning points kill trend-following performanceoriginal ↗
9 Jun 2020
Turning points kill trend-following performanceoriginal ↗
9 Jun 2020
Understanding the financial cycle - Look for where risks will materializeoriginal ↗
8 Jun 2020
Understanding the financial cycle - Look for where risks will materializeoriginal ↗
8 Jun 2020
What is normal volatility for bond markets when the only major player is the Fed?original ↗
6 Jun 2020
What is normal volatility for bond markets when the only major player is the Fed?original ↗
6 Jun 2020
Explainable AI - A solution that will not offset hard workoriginal ↗
5 Jun 2020
Explainable AI - A solution that will not offset hard workoriginal ↗
5 Jun 2020
Sector ETFs are an important hedging tooloriginal ↗
5 Jun 2020
Sector ETFs are an important hedging tooloriginal ↗
5 Jun 2020
Value has underperformed, but there is not a strong relationship with declining ratesoriginal ↗
2 Jun 2020
Value has underperformed, but there is not a strong relationship with declining ratesoriginal ↗
2 Jun 2020
Benchmark allocations have a large impact on performance - Dispersion aboundsoriginal ↗
1 Jun 2020
Benchmark allocations have a large impact on performance - Dispersion aboundsoriginal ↗
1 Jun 2020
The economic costs of bankruptcies have not yet hit the economyoriginal ↗
30 May 2020
The economic costs of bankruptcies have not yet hit the economyoriginal ↗
30 May 2020
Distortion in fixed income - Corporates versus Munisoriginal ↗
30 May 2020
Distortion in fixed income - Corporates versus Munisoriginal ↗
30 May 2020
If you want convexity, hold the trend-following CTAoriginal ↗
29 May 2020
If you want convexity, hold the trend-following CTAoriginal ↗
29 May 2020
Dealing with uncertainty - Combine prices and beliefs for better forecastsoriginal ↗
28 May 2020
Dealing with uncertainty - Combine prices and beliefs for better forecastsoriginal ↗
28 May 2020
"Debt relief"- Never good for the debtholderoriginal ↗
25 May 2020
"Debt relief"- Never good for the debtholderoriginal ↗
25 May 2020
Active mind set with passive investments - Your portfolio reveals preferencesoriginal ↗
25 May 2020
Active mind set with passive investments - Your portfolio reveals preferencesoriginal ↗
25 May 2020
Markets move and trend-followers make money - Story is partially rightoriginal ↗
22 May 2020
Markets move and trend-followers make money - Story is partially rightoriginal ↗
22 May 2020
Asset allocation under stress - Learn to regime switchoriginal ↗
21 May 2020
Asset allocation under stress - Learn to regime switchoriginal ↗
21 May 2020
The Joseph and Noah effect - Stable versus tail extremes in portfolio managementoriginal ↗
19 May 2020
The Joseph and Noah effect - Stable versus tail extremes in portfolio managementoriginal ↗
19 May 2020
Building COVID19 scenarios for investors - Think about time effectsoriginal ↗
18 May 2020
Building COVID19 scenarios for investors - Think about time effectsoriginal ↗
18 May 2020
The big need for scenario analysis during this pandemicoriginal ↗
16 May 2020
The big need for scenario analysis during this pandemicoriginal ↗
16 May 2020
Total Portfolio Approach - Willis Towers Watson survey shows increased investor useoriginal ↗
15 May 2020
Total Portfolio Approach - Willis Towers Watson survey shows increased investor useoriginal ↗
15 May 2020
Alternative Risk Premia (ARP) return dispersion continues in Apriloriginal ↗
12 May 2020
Alternative Risk Premia (ARP) return dispersion continues in Apriloriginal ↗
12 May 2020
Futures market says negative rates coming to USoriginal ↗
10 May 2020
Futures market says negative rates coming to USoriginal ↗
10 May 2020
Fed corporate bond purchase programs announced, now need follow-throughoriginal ↗
10 May 2020
Fed corporate bond purchase programs announced, now need follow-throughoriginal ↗
10 May 2020
Credit issues more about financial flexibility than financial leverageoriginal ↗
9 May 2020
Credit issues more about financial flexibility than financial leverageoriginal ↗
9 May 2020
Gold - Representing investor store of value fearsoriginal ↗
6 May 2020
Gold - Representing investor store of value fearsoriginal ↗
6 May 2020
Large CTA return dispersion - Wide differences based on sizeoriginal ↗
5 May 2020
Large CTA return dispersion - Wide differences based on sizeoriginal ↗
5 May 2020
Market focus has been on stress and uncertainty not fundamentals - This will change in Mayoriginal ↗
5 May 2020
Market focus has been on stress and uncertainty not fundamentals - This will change in Mayoriginal ↗
5 May 2020
Manager alpha and manager selection alpha - Two different investment skillsoriginal ↗
4 May 2020
Manager alpha and manager selection alpha - Two different investment skillsoriginal ↗
4 May 2020
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