corpus.blog
41,554 blogs · 5,316,985 posts Claim your blog
Back to Mark Rzepczynski
Blog · corpus.blog/blogs/mrzepczynski.blogspot.com/posts

Mark Rzepczynski

mrzepczynski.blogspot.com

2019

"In God we trust, all others bring data" - W. Edwards Deming as a data systems guyoriginal ↗
16 Aug 2019
"In God we trust, all others bring data" - W. Edwards Deming as a data systems guyoriginal ↗
16 Aug 2019
Who is really being held hostage or being a kidnapper - Markets or central banks?original ↗
15 Aug 2019
Who is really being held hostage or being a kidnapper - Markets or central banks?original ↗
15 Aug 2019
Stealth CTAs - Away from the negative hedge fund news, systematic and trend are doing welloriginal ↗
14 Aug 2019
Stealth CTAs - Away from the negative hedge fund news, systematic and trend are doing welloriginal ↗
14 Aug 2019
Hedge fund performance for global macro / CTA - Strong showingoriginal ↗
13 Aug 2019
Hedge fund performance for global macro / CTA - Strong showingoriginal ↗
13 Aug 2019
Once again the volatility-selling evil investor is backoriginal ↗
12 Aug 2019
Once again the volatility-selling evil investor is backoriginal ↗
12 Aug 2019
If you have not noticed, there is a lot of risky debt outstandingoriginal ↗
10 Aug 2019
If you have not noticed, there is a lot of risky debt outstandingoriginal ↗
10 Aug 2019
Everything you need to know about ETFs and volatility on a 3X5 cardoriginal ↗
6 Aug 2019
Everything you need to know about ETFs and volatility on a 3X5 cardoriginal ↗
6 Aug 2019
Momentum - Not an anomaly but just "normal" behaviororiginal ↗
5 Aug 2019
Momentum - Not an anomaly but just "normal" behaviororiginal ↗
5 Aug 2019
Credit risk premia and credit spreads - These are not the sameoriginal ↗
3 Aug 2019
Credit risk premia and credit spreads - These are not the sameoriginal ↗
3 Aug 2019
Endowment management - Market power, private information and liquidity as drivers of asset allocationoriginal ↗
2 Aug 2019
Endowment management - Market power, private information and liquidity as drivers of asset allocationoriginal ↗
2 Aug 2019
There is no control on quality as a factor - Be careful when you buy a factororiginal ↗
1 Aug 2019
There is no control on quality as a factor - Be careful when you buy a factororiginal ↗
1 Aug 2019
Markets seem mixed to the "mid-cycle adjustment in policy"original ↗
1 Aug 2019
Markets seem mixed to the "mid-cycle adjustment in policy"original ↗
1 Aug 2019
What are multi-alternative funds? You cannot tell much from their namesoriginal ↗
30 Jul 2019
What are multi-alternative funds? You cannot tell much from their namesoriginal ↗
30 Jul 2019
Gold Agreement will lapse - Perhaps this noble metal is a good assetoriginal ↗
28 Jul 2019
Gold Agreement will lapse - Perhaps this noble metal is a good assetoriginal ↗
28 Jul 2019
Governments are all “economic populists” and that is a problemoriginal ↗
27 Jul 2019
Governments are all “economic populists” and that is a problemoriginal ↗
27 Jul 2019
Pick your spots based on relative market efficiencyoriginal ↗
26 Jul 2019
Pick your spots based on relative market efficiencyoriginal ↗
26 Jul 2019
Structural Risk Premia - They are all around you but may not lastoriginal ↗
26 Jul 2019
Structural Risk Premia - They are all around you but may not lastoriginal ↗
26 Jul 2019
In an uncertain world, don't just sit there, do something - Unfortunately, it is a flight to safetyoriginal ↗
24 Jul 2019
In an uncertain world, don't just sit there, do something - Unfortunately, it is a flight to safetyoriginal ↗
24 Jul 2019
The Great Global Yield Curve Inversion - It is a world problemoriginal ↗
24 Jul 2019
The Great Global Yield Curve Inversion - It is a world problemoriginal ↗
24 Jul 2019
Wimpy and private equity - Investors can avoid the worst issues through replication alternativesoriginal ↗
22 Jul 2019
Wimpy and private equity - Investors can avoid the worst issues through replication alternativesoriginal ↗
22 Jul 2019
Stocks Don't Do So Hot - Most equities don't beat one-month Treasury billsoriginal ↗
22 Jul 2019
Stocks Don't Do So Hot - Most equities don't beat one-month Treasury billsoriginal ↗
22 Jul 2019
Hedged Corporate Bonds - Not a good deal over the last yearoriginal ↗
18 Jul 2019
Hedged Corporate Bonds - Not a good deal over the last yearoriginal ↗
18 Jul 2019
Using alternative yield curves tells the same story of inversion - Recession comingoriginal ↗
18 Jul 2019
Using alternative yield curves tells the same story of inversion - Recession comingoriginal ↗
18 Jul 2019
What are sovereign asset funds thinking? The Invesco surveyoriginal ↗
16 Jul 2019
What are sovereign asset funds thinking? The Invesco surveyoriginal ↗
16 Jul 2019
A Century of Factor Premia Timing Evidence - What you need to know - Part IIoriginal ↗
16 Jul 2019
A Century of Factor Premia Timing Evidence - What you need to know - Part IIoriginal ↗
16 Jul 2019
A Century of Factor Premia and Timing Evidence - What you need to know - Part Ioriginal ↗
15 Jul 2019
A Century of Factor Premia and Timing Evidence - What you need to know - Part Ioriginal ↗
15 Jul 2019
Smart beta portfolio construction - Build a mixed portfolio with some timingoriginal ↗
12 Jul 2019
Smart beta portfolio construction - Build a mixed portfolio with some timingoriginal ↗
12 Jul 2019
Getting smarter through following trader sentiment (Commitment of Traders)original ↗
10 Jul 2019
Getting smarter through following trader sentiment (Commitment of Traders)original ↗
10 Jul 2019
Follow the relative spread trades from futures traders - They have knowledgeoriginal ↗
9 Jul 2019
Follow the relative spread trades from futures traders - They have knowledgeoriginal ↗
9 Jul 2019
Global trade is not growing - Protectionist policies everywhereoriginal ↗
9 Jul 2019
Global trade is not growing - Protectionist policies everywhereoriginal ↗
9 Jul 2019
Correlation screening - A way to quickly sort factor relationshipsoriginal ↗
7 Jul 2019
Correlation screening - A way to quickly sort factor relationshipsoriginal ↗
7 Jul 2019
Global bond risk linked to exchange rates - Another issue with the search for yieldoriginal ↗
5 Jul 2019
Global bond risk linked to exchange rates - Another issue with the search for yieldoriginal ↗
5 Jul 2019
Be careful with factor timing - Mutual fund investors destroy value by trying to timeoriginal ↗
2 Jul 2019
Be careful with factor timing - Mutual fund investors destroy value by trying to timeoriginal ↗
2 Jul 2019
Academics help make markets efficient - Unfortunately, mining research is no free lunchoriginal ↗
2 Jul 2019
Academics help make markets efficient - Unfortunately, mining research is no free lunchoriginal ↗
2 Jul 2019
Liquidity serves. Liquidity manipulates. Liquidity dominates. Just follow the liquidity without care.original ↗
1 Jul 2019
Liquidity serves. Liquidity manipulates. Liquidity dominates. Just follow the liquidity without care.original ↗
1 Jul 2019
An Animal Kingdom of Different Risks - White Leopards, Grey Rhinos, and Black Swansoriginal ↗
27 Jun 2019
An Animal Kingdom of Different Risks - White Leopards, Grey Rhinos, and Black Swansoriginal ↗
27 Jun 2019
Investors gain convexity with trend-following but not with other hedge fund strategiesoriginal ↗
25 Jun 2019
Investors gain convexity with trend-following but not with other hedge fund strategiesoriginal ↗
25 Jun 2019
Times series versus cross-sectional momentum - History is on the side of just following winners, trend-followingoriginal ↗
21 Jun 2019
Times series versus cross-sectional momentum - History is on the side of just following winners, trend-followingoriginal ↗
21 Jun 2019
Low volatility / Low beta performance - This smart beta edge has been realoriginal ↗
20 Jun 2019
Low volatility / Low beta performance - This smart beta edge has been realoriginal ↗
20 Jun 2019
Factor portfolio construction - All alternative risk premia are not the sameoriginal ↗
18 Jun 2019
Factor portfolio construction - All alternative risk premia are not the sameoriginal ↗
18 Jun 2019
Inflation - It is still about minding the gaporiginal ↗
17 Jun 2019
Inflation - It is still about minding the gaporiginal ↗
17 Jun 2019
Russell survey on smart beta - A mainstream investment choiceoriginal ↗
17 Jun 2019
Russell survey on smart beta - A mainstream investment choiceoriginal ↗
17 Jun 2019
Why the trade war will continue - It is a not a trade war, it a battle of economic modelsoriginal ↗
15 Jun 2019
Why the trade war will continue - It is a not a trade war, it a battle of economic modelsoriginal ↗
15 Jun 2019
Equity hedge funds versus equity risk premiaoriginal ↗
14 Jun 2019
Equity hedge funds versus equity risk premiaoriginal ↗
14 Jun 2019
Hedge funds - Mixed performance for month and yearoriginal ↗
14 Jun 2019
Hedge funds - Mixed performance for month and yearoriginal ↗
14 Jun 2019
Building liquidity is a safe choice in a flat yield curve environmentoriginal ↗
13 Jun 2019
Building liquidity is a safe choice in a flat yield curve environmentoriginal ↗
13 Jun 2019
Are momentum models better than moving average models? Some useful tipsoriginal ↗
12 Jun 2019
Are momentum models better than moving average models? Some useful tipsoriginal ↗
12 Jun 2019
What is a risk-free safe asset? Safety ambiguityoriginal ↗
10 Jun 2019
What is a risk-free safe asset? Safety ambiguityoriginal ↗
10 Jun 2019
The credit story - Not a household or bank problem but a corporate problemoriginal ↗
9 Jun 2019
The credit story - Not a household or bank problem but a corporate problemoriginal ↗
9 Jun 2019
Stresses in farmland - An example of the problem of leverageoriginal ↗
7 Jun 2019
Stresses in farmland - An example of the problem of leverageoriginal ↗
7 Jun 2019
Previous Next