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Mark Rzepczynski

mrzepczynski.blogspot.com

2019

The Efficient Frontier - Not a Line but A Cloudy Dreamoriginal ↗
19 Jan 2019
The Efficient Frontier - Not a Line but A Cloudy Dreamoriginal ↗
19 Jan 2019
Dollar down - A big trade for 2019?original ↗
17 Jan 2019
Dollar down - A big trade for 2019?original ↗
17 Jan 2019
What will be the cause of the next recession?original ↗
15 Jan 2019
What will be the cause of the next recession?original ↗
15 Jan 2019
That marginal piece of information - What do you need to change you views?original ↗
13 Jan 2019
That marginal piece of information - What do you need to change you views?original ↗
13 Jan 2019
Recession probabilities - There is no consensusoriginal ↗
12 Jan 2019
Recession probabilities - There is no consensusoriginal ↗
12 Jan 2019
Risk Parity - A tough year for this diversification strategyoriginal ↗
9 Jan 2019
Risk Parity - A tough year for this diversification strategyoriginal ↗
9 Jan 2019
Where are institutional investors going to put their money? Not where you may thinkoriginal ↗
9 Jan 2019
Where are institutional investors going to put their money? Not where you may thinkoriginal ↗
9 Jan 2019
What are shadow interest rates telling us?original ↗
8 Jan 2019
What are shadow interest rates telling us?original ↗
8 Jan 2019
Hedge fund performance - Not great for those looking for absolute returnsoriginal ↗
7 Jan 2019
Hedge fund performance - Not great for those looking for absolute returnsoriginal ↗
7 Jan 2019
Facts and Stats - Some facts are interesting but not usefuloriginal ↗
5 Jan 2019
Facts and Stats - Some facts are interesting but not usefuloriginal ↗
5 Jan 2019
Just as important as Powell Put - China monetary action; PBOC on the moveoriginal ↗
5 Jan 2019
Just as important as Powell Put - China monetary action; PBOC on the moveoriginal ↗
5 Jan 2019
Powell Put in place after AEA commentsoriginal ↗
5 Jan 2019
Powell Put in place after AEA commentsoriginal ↗
5 Jan 2019
Managed futures - Provided return and diversification during difficult Decemberoriginal ↗
4 Jan 2019
Managed futures - Provided return and diversification during difficult Decemberoriginal ↗
4 Jan 2019
Strong trends across most market sectorsoriginal ↗
4 Jan 2019
Strong trends across most market sectorsoriginal ↗
4 Jan 2019
If it keeps on rainin' levee's goin' to break When the levee breaks I'll have no place to stay.original ↗
1 Jan 2019
If it keeps on rainin' levee's goin' to break When the levee breaks I'll have no place to stay.original ↗
1 Jan 2019

2018

Definitions in finance and is alternative beta cheap alpha?original ↗
23 Dec 2018
Definitions in finance and is alternative beta cheap alpha?original ↗
23 Dec 2018
When Facing Ambiguity, Be a Skepticoriginal ↗
22 Dec 2018
When Facing Ambiguity, Be a Skepticoriginal ↗
22 Dec 2018
Alternative Risk Premium versus multi-strategy hedged funds - A process of creative destructionoriginal ↗
21 Dec 2018
Alternative Risk Premium versus multi-strategy hedged funds - A process of creative destructionoriginal ↗
21 Dec 2018
Yield Curve Inversion Hysteria - Give It A Restoriginal ↗
18 Dec 2018
Yield Curve Inversion Hysteria - Give It A Restoriginal ↗
18 Dec 2018
Risk factors and risk premia - Not the same thingoriginal ↗
17 Dec 2018
Risk factors and risk premia - Not the same thingoriginal ↗
17 Dec 2018
Time Varying Alternative Risk Premia - Do You Want To Be Active Or Passive?original ↗
17 Dec 2018
Time Varying Alternative Risk Premia - Do You Want To Be Active Or Passive?original ↗
17 Dec 2018
Bear markets - Not unusual, but hard to predict, so stay diversifiedoriginal ↗
17 Dec 2018
Bear markets - Not unusual, but hard to predict, so stay diversifiedoriginal ↗
17 Dec 2018
Yield Curve Impact on Asset Prices - Evidence Does Not Provide Simple Answersoriginal ↗
12 Dec 2018
Yield Curve Impact on Asset Prices - Evidence Does Not Provide Simple Answersoriginal ↗
12 Dec 2018
Central Bankers as a Tribe of Technocrats - Outside the Mainstream?original ↗
11 Dec 2018
Central Bankers as a Tribe of Technocrats - Outside the Mainstream?original ↗
11 Dec 2018
French political uncertainty not priced effectivelyoriginal ↗
10 Dec 2018
French political uncertainty not priced effectivelyoriginal ↗
10 Dec 2018
Mixed trend signals between equity indices and bondsoriginal ↗
4 Dec 2018
Mixed trend signals between equity indices and bondsoriginal ↗
4 Dec 2018
Managed futures funds not able to find trendsoriginal ↗
4 Dec 2018
Managed futures funds not able to find trendsoriginal ↗
4 Dec 2018
November performance - Bonds say environment is negative, equities don't agreeoriginal ↗
1 Dec 2018
November performance - Bonds say environment is negative, equities don't agreeoriginal ↗
1 Dec 2018
Illiquidity premium and asset allocation - Mistakes in management even when paid a premiumoriginal ↗
30 Nov 2018
Illiquidity premium and asset allocation - Mistakes in management even when paid a premiumoriginal ↗
30 Nov 2018
What is PMI telling us about the stock/bond mix?original ↗
30 Nov 2018
What is PMI telling us about the stock/bond mix?original ↗
30 Nov 2018
Categorization and classification - Fundamental to finance and investingoriginal ↗
23 Nov 2018
Categorization and classification - Fundamental to finance and investingoriginal ↗
23 Nov 2018
Equity risk allocation - No change in exposure reduction vieworiginal ↗
22 Nov 2018
Equity risk allocation - No change in exposure reduction vieworiginal ↗
22 Nov 2018
Can you improve on the 60/40 stock/bond allocation without changing the 60/40 allocation?original ↗
21 Nov 2018
Can you improve on the 60/40 stock/bond allocation without changing the 60/40 allocation?original ↗
21 Nov 2018
Fixed income choices - Move to further underweightoriginal ↗
19 Nov 2018
Fixed income choices - Move to further underweightoriginal ↗
19 Nov 2018
Spread widening can be costly - All is not well in credit landoriginal ↗
16 Nov 2018
Spread widening can be costly - All is not well in credit landoriginal ↗
16 Nov 2018
No diversification in Mudville - Time to try different risk premia stylesoriginal ↗
15 Nov 2018
No diversification in Mudville - Time to try different risk premia stylesoriginal ↗
15 Nov 2018
Evolution and adaption: Trend-followers are constantly changingoriginal ↗
12 Nov 2018
Evolution and adaption: Trend-followers are constantly changingoriginal ↗
12 Nov 2018
Blending risk premia and generating craftsman alphaoriginal ↗
11 Nov 2018
Blending risk premia and generating craftsman alphaoriginal ↗
11 Nov 2018
Alpha production - As we get better at beta measurement, alpha will declineoriginal ↗
9 Nov 2018
Alpha production - As we get better at beta measurement, alpha will declineoriginal ↗
9 Nov 2018
25 years after Jegadeesh and Titman - The Momentum Revolutionoriginal ↗
8 Nov 2018
25 years after Jegadeesh and Titman - The Momentum Revolutionoriginal ↗
8 Nov 2018
Where do we stand after the October repricing?original ↗
5 Nov 2018
Where do we stand after the October repricing?original ↗
5 Nov 2018
Managed futures beat both stocks and bonds over short-run, yet many are not feeling goodoriginal ↗
5 Nov 2018
Managed futures beat both stocks and bonds over short-run, yet many are not feeling goodoriginal ↗
5 Nov 2018
Hedge fund performance - Limited risk protection for the month and yearoriginal ↗
4 Nov 2018
Hedge fund performance - Limited risk protection for the month and yearoriginal ↗
4 Nov 2018
The October repricing causes low signal to noise, limited trendsoriginal ↗
3 Nov 2018
The October repricing causes low signal to noise, limited trendsoriginal ↗
3 Nov 2018
Managed futures - No crisis alpha in the short-runoriginal ↗
3 Nov 2018
Managed futures - No crisis alpha in the short-runoriginal ↗
3 Nov 2018
Bad October performance, but we are already hearing that this was expected - The hindsight biasoriginal ↗
1 Nov 2018
Bad October performance, but we are already hearing that this was expected - The hindsight biasoriginal ↗
1 Nov 2018
The price of the Fed not providing new liquidity - larger drawdownsoriginal ↗
31 Oct 2018
The price of the Fed not providing new liquidity - larger drawdownsoriginal ↗
31 Oct 2018
Met few good traders who thought their correct decisions were about luckoriginal ↗
31 Oct 2018
Met few good traders who thought their correct decisions were about luckoriginal ↗
31 Oct 2018
Ford versus Starbucks - Uniqueness in money management, is it necessary?original ↗
30 Oct 2018
Ford versus Starbucks - Uniqueness in money management, is it necessary?original ↗
30 Oct 2018
Looking for risk in all the wrong places....original ↗
30 Oct 2018
Looking for risk in all the wrong places....original ↗
30 Oct 2018
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