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Mark Rzepczynski

mrzepczynski.blogspot.com

2020

Trend-following managers - Paid to be with the crowd?original ↗
2 May 2020
Trend-following managers - Paid to be with the crowd?original ↗
2 May 2020
Equities signal recovery is underway - Where is the recovery?original ↗
1 May 2020
Equities signal recovery is underway - Where is the recovery?original ↗
1 May 2020
Alternative investments - Return dispersion is costlyoriginal ↗
29 Apr 2020
Alternative investments - Return dispersion is costlyoriginal ↗
29 Apr 2020
Forecasts, Regime Changes, and Rational Expectationsoriginal ↗
27 Apr 2020
Forecasts, Regime Changes, and Rational Expectationsoriginal ↗
27 Apr 2020
Alternative risk premia match well versus hedge fundsoriginal ↗
27 Apr 2020
Alternative risk premia match well versus hedge fundsoriginal ↗
27 Apr 2020
Getting a handle on the COVID19 shock - Forecasts are soberingoriginal ↗
24 Apr 2020
Getting a handle on the COVID19 shock - Forecasts are soberingoriginal ↗
24 Apr 2020
Not theory, reality - The world of negative oil pricesoriginal ↗
22 Apr 2020
Not theory, reality - The world of negative oil pricesoriginal ↗
22 Apr 2020
“The Great Liquidity Crisis”, "The Great Lockdown", or "The Pandemic Crisis" - What's in a name?original ↗
22 Apr 2020
“The Great Liquidity Crisis”, "The Great Lockdown", or "The Pandemic Crisis" - What's in a name?original ↗
22 Apr 2020
Easier to break than to build - Hysteresis with COVID-19original ↗
19 Apr 2020
Easier to break than to build - Hysteresis with COVID-19original ↗
19 Apr 2020
All about just trying to answer, "What is going on here?"original ↗
16 Apr 2020
All about just trying to answer, "What is going on here?"original ↗
16 Apr 2020
The COVID-19 crisis - A comparison with the Great Financial Crisisoriginal ↗
14 Apr 2020
The COVID-19 crisis - A comparison with the Great Financial Crisisoriginal ↗
14 Apr 2020
What is a safe asset? Things to look for with a changing targetoriginal ↗
14 Apr 2020
What is a safe asset? Things to look for with a changing targetoriginal ↗
14 Apr 2020
Forget cash flows and rating agencies - All good in corporate bondsoriginal ↗
11 Apr 2020
Forget cash flows and rating agencies - All good in corporate bondsoriginal ↗
11 Apr 2020
Life During War Times and Before the Treasury-Fed Accordoriginal ↗
11 Apr 2020
Life During War Times and Before the Treasury-Fed Accordoriginal ↗
11 Apr 2020
Commodities performance - Energy sector not the same as other commoditiesoriginal ↗
10 Apr 2020
Commodities performance - Energy sector not the same as other commoditiesoriginal ↗
10 Apr 2020
Equity factor behavior in the first quarter - Consistency with macro environmentoriginal ↗
9 Apr 2020
Equity factor behavior in the first quarter - Consistency with macro environmentoriginal ↗
9 Apr 2020
Different types of liquidity crises - Defining the problemoriginal ↗
8 Apr 2020
Different types of liquidity crises - Defining the problemoriginal ↗
8 Apr 2020
Uncertainty and the COVID-19 recession - It is all about the uncertaintyoriginal ↗
7 Apr 2020
Uncertainty and the COVID-19 recession - It is all about the uncertaintyoriginal ↗
7 Apr 2020
FIMA repo facility to the rescue - Solving the dollar liquidity crisisoriginal ↗
6 Apr 2020
FIMA repo facility to the rescue - Solving the dollar liquidity crisisoriginal ↗
6 Apr 2020
Pandemic uncertainty off the charts, but high uncertainty existed going into 2020original ↗
5 Apr 2020
Pandemic uncertainty off the charts, but high uncertainty existed going into 2020original ↗
5 Apr 2020
Bond vigilantes and central banks - Who rules which market?original ↗
4 Apr 2020
Bond vigilantes and central banks - Who rules which market?original ↗
4 Apr 2020
Factor returns - Expected patterns in an unexpected world?original ↗
4 Apr 2020
Factor returns - Expected patterns in an unexpected world?original ↗
4 Apr 2020
How much diversification should you have expected from hedge funds?original ↗
2 Apr 2020
How much diversification should you have expected from hedge funds?original ↗
2 Apr 2020
Feynman Learning Technique - This can be applied to investingoriginal ↗
2 Apr 2020
Feynman Learning Technique - This can be applied to investingoriginal ↗
2 Apr 2020
Behavior from common factor shock following expected patternoriginal ↗
2 Apr 2020
Behavior from common factor shock following expected patternoriginal ↗
2 Apr 2020
Average endowment will see reversal of more than one full year of returnsoriginal ↗
1 Apr 2020
Average endowment will see reversal of more than one full year of returnsoriginal ↗
1 Apr 2020
Recalibrated financial stress index (St Louis Fed) and Chicago Fed financial conditions index paint ugly pictureoriginal ↗
1 Apr 2020
Recalibrated financial stress index (St Louis Fed) and Chicago Fed financial conditions index paint ugly pictureoriginal ↗
1 Apr 2020
Pension regime change from coronavirus - Increases in funding deficitsoriginal ↗
31 Mar 2020
Pension regime change from coronavirus - Increases in funding deficitsoriginal ↗
31 Mar 2020
Contango, oversupply and commodity marketsoriginal ↗
30 Mar 2020
Contango, oversupply and commodity marketsoriginal ↗
30 Mar 2020
Think about the economics of networks - Interconnectedness impacts any financial crisisoriginal ↗
28 Mar 2020
Think about the economics of networks - Interconnectedness impacts any financial crisisoriginal ↗
28 Mar 2020
Market-making and arbitrage - A necessity not a luxury for the financial systemoriginal ↗
26 Mar 2020
Market-making and arbitrage - A necessity not a luxury for the financial systemoriginal ↗
26 Mar 2020
Quick review of stresses by asset class and Fed responseoriginal ↗
25 Mar 2020
Quick review of stresses by asset class and Fed responseoriginal ↗
25 Mar 2020
Cash, near-cash, and new risky assetsoriginal ↗
25 Mar 2020
Cash, near-cash, and new risky assetsoriginal ↗
25 Mar 2020
The stress process - There are different stages of financial stressoriginal ↗
24 Mar 2020
The stress process - There are different stages of financial stressoriginal ↗
24 Mar 2020
‘We don't want nobody that nobody sent.’ - the new standard for trading relationshipsoriginal ↗
24 Mar 2020
‘We don't want nobody that nobody sent.’ - the new standard for trading relationshipsoriginal ↗
24 Mar 2020
Gold - Serving as a source of liquidityoriginal ↗
22 Mar 2020
Gold - Serving as a source of liquidityoriginal ↗
22 Mar 2020
The demand for cash increases with uncertainty - Causes a deleveraging shockoriginal ↗
22 Mar 2020
The demand for cash increases with uncertainty - Causes a deleveraging shockoriginal ↗
22 Mar 2020
Volatility in a pandemic world - we will have to wait for the decayoriginal ↗
21 Mar 2020
Volatility in a pandemic world - we will have to wait for the decayoriginal ↗
21 Mar 2020
Intelligence is not rationality and there is a continuum for both - Thinking beyond behavioral biasesoriginal ↗
21 Mar 2020
Intelligence is not rationality and there is a continuum for both - Thinking beyond behavioral biasesoriginal ↗
21 Mar 2020
Check the financial plumbing, this is where the worry should be centeredoriginal ↗
19 Mar 2020
Check the financial plumbing, this is where the worry should be centeredoriginal ↗
19 Mar 2020
Using the monetary bazooka - What do we have to reload?original ↗
19 Mar 2020
Using the monetary bazooka - What do we have to reload?original ↗
19 Mar 2020
Geopolitical battle for oil - The other shockoriginal ↗
18 Mar 2020
Geopolitical battle for oil - The other shockoriginal ↗
18 Mar 2020
Market stress - Margin plumbing mattersoriginal ↗
17 Mar 2020
Market stress - Margin plumbing mattersoriginal ↗
17 Mar 2020
The risk parity approach - Ouch!original ↗
16 Mar 2020
The risk parity approach - Ouch!original ↗
16 Mar 2020
The end of the line for 60/40 stock/bond allocation?original ↗
15 Mar 2020
The end of the line for 60/40 stock/bond allocation?original ↗
15 Mar 2020
From Globalism to Isolationism - COVID-19 changed the world in one monthoriginal ↗
15 Mar 2020
From Globalism to Isolationism - COVID-19 changed the world in one monthoriginal ↗
15 Mar 2020
Back to basics - Higher risk aversion will change risk premiaoriginal ↗
10 Mar 2020
Back to basics - Higher risk aversion will change risk premiaoriginal ↗
10 Mar 2020
Managed futures trend-following, 60/40 stock/bond allocation and crisis gainsoriginal ↗
9 Mar 2020
Managed futures trend-following, 60/40 stock/bond allocation and crisis gainsoriginal ↗
9 Mar 2020
The week the financial world changed - A repricing eventoriginal ↗
8 Mar 2020
The week the financial world changed - A repricing eventoriginal ↗
8 Mar 2020
Are CTAs too rigid?original ↗
7 Mar 2020
Are CTAs too rigid?original ↗
7 Mar 2020
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