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Mark Rzepczynski

mrzepczynski.blogspot.com

2019

Senior Loan Officer Survey - No real change over the quarteroriginal ↗
8 Nov 2019
Senior Loan Officer Survey - No real change over the quarteroriginal ↗
8 Nov 2019
Geopolitical risks have fallen - Another good signoriginal ↗
8 Nov 2019
Geopolitical risks have fallen - Another good signoriginal ↗
8 Nov 2019
Alternative data and hedge funds - Creating new sources of alphaoriginal ↗
6 Nov 2019
Alternative data and hedge funds - Creating new sources of alphaoriginal ↗
6 Nov 2019
Craftsmanship alpha with trend-following - Providing the right amount of complexityoriginal ↗
4 Nov 2019
Craftsmanship alpha with trend-following - Providing the right amount of complexityoriginal ↗
4 Nov 2019
Portable Alpha - It can be generated with alternative risk premiaoriginal ↗
4 Nov 2019
Portable Alpha - It can be generated with alternative risk premiaoriginal ↗
4 Nov 2019
Invesco Factor Survey 2019 - More investors are using and actively trading factorsoriginal ↗
1 Nov 2019
Invesco Factor Survey 2019 - More investors are using and actively trading factorsoriginal ↗
1 Nov 2019
Global cycle of bad policies? The paradox of global thrift and macro prudential policiesoriginal ↗
31 Oct 2019
Global cycle of bad policies? The paradox of global thrift and macro prudential policiesoriginal ↗
31 Oct 2019
Trade uncertainty continues to grow - A lower discount rate will not change this uncertaintyoriginal ↗
30 Oct 2019
Trade uncertainty continues to grow - A lower discount rate will not change this uncertaintyoriginal ↗
30 Oct 2019
Robeco long-term asset forecasts - It is not prettyoriginal ↗
29 Oct 2019
Robeco long-term asset forecasts - It is not prettyoriginal ↗
29 Oct 2019
Explaining trend-following dispersion - Standardize volatilityoriginal ↗
28 Oct 2019
Explaining trend-following dispersion - Standardize volatilityoriginal ↗
28 Oct 2019
Monetary policy creates fragility - Now policymakers have to solve the problemoriginal ↗
27 Oct 2019
Monetary policy creates fragility - Now policymakers have to solve the problemoriginal ↗
27 Oct 2019
Artificial Intelligence and Investment Management - It's Happeningoriginal ↗
26 Oct 2019
Artificial Intelligence and Investment Management - It's Happeningoriginal ↗
26 Oct 2019
Active Use of Machine Learning in Finance - It's Here Alreadyoriginal ↗
25 Oct 2019
Active Use of Machine Learning in Finance - It's Here Alreadyoriginal ↗
25 Oct 2019
"Stay in your circle, bro!" Better decision-making through understanding limitationsoriginal ↗
24 Oct 2019
"Stay in your circle, bro!" Better decision-making through understanding limitationsoriginal ↗
24 Oct 2019
Yield Curve Uninverts - Now What?original ↗
24 Oct 2019
Yield Curve Uninverts - Now What?original ↗
24 Oct 2019
Current macro situation - Working through tariff supply shocksoriginal ↗
22 Oct 2019
Current macro situation - Working through tariff supply shocksoriginal ↗
22 Oct 2019
Liability Driven Investing (LDI) could gain a boost through ARPsoriginal ↗
20 Oct 2019
Liability Driven Investing (LDI) could gain a boost through ARPsoriginal ↗
20 Oct 2019
Inflation - Is it really worth following?original ↗
16 Oct 2019
Inflation - Is it really worth following?original ↗
16 Oct 2019
Moving from traditional assets to alternatives - Trying to stabilize Swiss conversion ratesoriginal ↗
15 Oct 2019
Moving from traditional assets to alternatives - Trying to stabilize Swiss conversion ratesoriginal ↗
15 Oct 2019
Antifragile alternative risk premia portfolios - Not easy to structureoriginal ↗
15 Oct 2019
Antifragile alternative risk premia portfolios - Not easy to structureoriginal ↗
15 Oct 2019
Be like Honda - Portfolio management as a production processoriginal ↗
13 Oct 2019
Be like Honda - Portfolio management as a production processoriginal ↗
13 Oct 2019
Financial Repression is Here - Helicopter Money and MMT Comingoriginal ↗
8 Oct 2019
Financial Repression is Here - Helicopter Money and MMT Comingoriginal ↗
8 Oct 2019
Frank Knight's ideas applied to finance and money management - Profits come from uncertaintyoriginal ↗
6 Oct 2019
Frank Knight's ideas applied to finance and money management - Profits come from uncertaintyoriginal ↗
6 Oct 2019
A three state investment world for risk premia - Know the time varying nature of these premiaoriginal ↗
5 Oct 2019
A three state investment world for risk premia - Know the time varying nature of these premiaoriginal ↗
5 Oct 2019
The current disconnect between volatility and uncertainty is largeoriginal ↗
4 Oct 2019
The current disconnect between volatility and uncertainty is largeoriginal ↗
4 Oct 2019
Fisher Black's thoughts on stock bond correlationoriginal ↗
3 Oct 2019
Fisher Black's thoughts on stock bond correlationoriginal ↗
3 Oct 2019
China trade, Fed, and political anxiety, yet all was good for Septemberoriginal ↗
1 Oct 2019
China trade, Fed, and political anxiety, yet all was good for Septemberoriginal ↗
1 Oct 2019
Endowment performance and smart money - There will be a need for liquidityoriginal ↗
1 Oct 2019
Endowment performance and smart money - There will be a need for liquidityoriginal ↗
1 Oct 2019
Are Alternative Risk Premia Effective Hedge Fund Replacements?original ↗
17 Sept 2019
Are Alternative Risk Premia Effective Hedge Fund Replacements?original ↗
17 Sept 2019
Negativzin is a strafzin and investors are not happy with ratesoriginal ↗
17 Sept 2019
Negativzin is a strafzin and investors are not happy with ratesoriginal ↗
17 Sept 2019
Momentum meltdown not a trend-following meltdownoriginal ↗
16 Sept 2019
Momentum meltdown not a trend-following meltdownoriginal ↗
16 Sept 2019
The end of Chimerica and the end of world order liberalismoriginal ↗
14 Sept 2019
The end of Chimerica and the end of world order liberalismoriginal ↗
14 Sept 2019
Active open-mindedness - Eliminating some behavioral biasesoriginal ↗
13 Sept 2019
Active open-mindedness - Eliminating some behavioral biasesoriginal ↗
13 Sept 2019
Policy Vandalism And The Savings Glut - Negative Interest Rates Are Not Going to Reverseoriginal ↗
10 Sept 2019
Policy Vandalism And The Savings Glut - Negative Interest Rates Are Not Going to Reverseoriginal ↗
10 Sept 2019
Alternative weighting schemes and smart beta - Comparing Sharpe ratiosoriginal ↗
9 Sept 2019
Alternative weighting schemes and smart beta - Comparing Sharpe ratiosoriginal ↗
9 Sept 2019
Hick's Law Applied to Investments - Too Many Darn Choices!original ↗
7 Sept 2019
Hick's Law Applied to Investments - Too Many Darn Choices!original ↗
7 Sept 2019
Big managed futures returns - There is crisis alpha just not associated with equitiesoriginal ↗
5 Sept 2019
Big managed futures returns - There is crisis alpha just not associated with equitiesoriginal ↗
5 Sept 2019
Yield curve inversion and stocks returns - Not too niceoriginal ↗
3 Sept 2019
Yield curve inversion and stocks returns - Not too niceoriginal ↗
3 Sept 2019
Expected real returns are scarily low - What can an investor do when choices are limited?original ↗
3 Sept 2019
Expected real returns are scarily low - What can an investor do when choices are limited?original ↗
3 Sept 2019
What are the social and cultural influences on your investment decisions? It mattersoriginal ↗
2 Sept 2019
What are the social and cultural influences on your investment decisions? It mattersoriginal ↗
2 Sept 2019
August market performance - All about breaking the 7 CNY priceoriginal ↗
31 Aug 2019
August market performance - All about breaking the 7 CNY priceoriginal ↗
31 Aug 2019
Negative Interest rates as "Financial Vandalism"original ↗
30 Aug 2019
Negative Interest rates as "Financial Vandalism"original ↗
30 Aug 2019
Emerging markets and US rate shocks - Easy dollar credit makes for better EM bond returnsoriginal ↗
29 Aug 2019
Emerging markets and US rate shocks - Easy dollar credit makes for better EM bond returnsoriginal ↗
29 Aug 2019
Low r-star as a global issue - Implications for global asset managementoriginal ↗
27 Aug 2019
Low r-star as a global issue - Implications for global asset managementoriginal ↗
27 Aug 2019
Jackson Hole Meme - We cannot solve all growth problems with monetary policyoriginal ↗
26 Aug 2019
Jackson Hole Meme - We cannot solve all growth problems with monetary policyoriginal ↗
26 Aug 2019
The upside down, inside out negative yield financial worldoriginal ↗
25 Aug 2019
The upside down, inside out negative yield financial worldoriginal ↗
25 Aug 2019
Looking inside the BAIT box - A Checklist for thinking about who is on the other side of a tradeoriginal ↗
23 Aug 2019
Looking inside the BAIT box - A Checklist for thinking about who is on the other side of a tradeoriginal ↗
23 Aug 2019
Inverted yield curves - Is this time different? Perhaps not but look at the financial cycle for helporiginal ↗
23 Aug 2019
Inverted yield curves - Is this time different? Perhaps not but look at the financial cycle for helporiginal ↗
23 Aug 2019
Bonds are expensive - Yet fighting irrationality is not easyoriginal ↗
22 Aug 2019
Bonds are expensive - Yet fighting irrationality is not easyoriginal ↗
22 Aug 2019
I like this "Keynes quote" even if he never said itoriginal ↗
16 Aug 2019
I like this "Keynes quote" even if he never said itoriginal ↗
16 Aug 2019
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