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Mark Rzepczynski

mrzepczynski.blogspot.com

2018

Active management should work because active managers work hard!original ↗
25 Jun 2018
Active management should work because active managers work hard!original ↗
25 Jun 2018
Tobin's separation theorem - It can be applied anywhereoriginal ↗
23 Jun 2018
Tobin's separation theorem - It can be applied anywhereoriginal ↗
23 Jun 2018
Commodity returns over the long-run - A good diversifier, so get back in with an asset allocationoriginal ↗
22 Jun 2018
Commodity returns over the long-run - A good diversifier, so get back in with an asset allocationoriginal ↗
22 Jun 2018
Decision noise reduction - This is the one thing investment managers should get rightoriginal ↗
21 Jun 2018
Decision noise reduction - This is the one thing investment managers should get rightoriginal ↗
21 Jun 2018
The "Hedgehog and the Fox" revisited - Find managers with big ideas, but diversifyoriginal ↗
20 Jun 2018
The "Hedgehog and the Fox" revisited - Find managers with big ideas, but diversifyoriginal ↗
20 Jun 2018
Go back to basics with the efficient market hypothesis – Think of it as a base or priororiginal ↗
14 Jun 2018
Go back to basics with the efficient market hypothesis – Think of it as a base or priororiginal ↗
14 Jun 2018
Risk preferences are not stable - The major take-awaysoriginal ↗
12 Jun 2018
Risk preferences are not stable - The major take-awaysoriginal ↗
12 Jun 2018
The power law and hedge funds - Power law in size may not equal power law in returnsoriginal ↗
11 Jun 2018
The power law and hedge funds - Power law in size may not equal power law in returnsoriginal ↗
11 Jun 2018
Hedge fund performance - Not providing the investor benefits expectedoriginal ↗
6 Jun 2018
Hedge fund performance - Not providing the investor benefits expectedoriginal ↗
6 Jun 2018
What affects my sleep this week - DB, Brazil, and CMBSoriginal ↗
5 Jun 2018
What affects my sleep this week - DB, Brazil, and CMBSoriginal ↗
5 Jun 2018
Trends dominated by bond reversal but not clear the shock rally will continueoriginal ↗
4 Jun 2018
Trends dominated by bond reversal but not clear the shock rally will continueoriginal ↗
4 Jun 2018
Managed futures hurt by bond reversals - Surprises shock major trend-followersoriginal ↗
4 Jun 2018
Managed futures hurt by bond reversals - Surprises shock major trend-followersoriginal ↗
4 Jun 2018
Painful May performance for international equity and bond investing requires more caution with diversificationoriginal ↗
4 Jun 2018
Painful May performance for international equity and bond investing requires more caution with diversificationoriginal ↗
4 Jun 2018
Monthly performance does not follow an expected return script - Improvisation in value, growth, and small cap indicesoriginal ↗
1 Jun 2018
Monthly performance does not follow an expected return script - Improvisation in value, growth, and small cap indicesoriginal ↗
1 Jun 2018
The systematic trend trading fallout from Italy - Political shock impacts returnsoriginal ↗
31 May 2018
The systematic trend trading fallout from Italy - Political shock impacts returnsoriginal ↗
31 May 2018
What keeps me up at night - "The glaringly evident that we have decided not to see"original ↗
29 May 2018
What keeps me up at night - "The glaringly evident that we have decided not to see"original ↗
29 May 2018
You may not want to be bound to an algorithm - so use a dashboard as a decision support tooloriginal ↗
28 May 2018
You may not want to be bound to an algorithm - so use a dashboard as a decision support tooloriginal ↗
28 May 2018
Noise versus bias - We focus on biases but it is the noise that hurts usoriginal ↗
27 May 2018
Noise versus bias - We focus on biases but it is the noise that hurts usoriginal ↗
27 May 2018
Kahneman on silence - Turn down the noise through turning up the algorithmsoriginal ↗
26 May 2018
Kahneman on silence - Turn down the noise through turning up the algorithmsoriginal ↗
26 May 2018
What is beta for commodities? There are big differencesoriginal ↗
25 May 2018
What is beta for commodities? There are big differencesoriginal ↗
25 May 2018
Using scenario analysis to help with asset allocation - A simple solution to a complex problemoriginal ↗
23 May 2018
Using scenario analysis to help with asset allocation - A simple solution to a complex problemoriginal ↗
23 May 2018
Correlation changes across stocks - An important risk for all portfoliosoriginal ↗
20 May 2018
Correlation changes across stocks - An important risk for all portfoliosoriginal ↗
20 May 2018
The countable non-countable (quant vs narrative) problem - Focusing on what is important for investingoriginal ↗
17 May 2018
The countable non-countable (quant vs narrative) problem - Focusing on what is important for investingoriginal ↗
17 May 2018
EM vulnerable to shocks? "Taper Tantrums" and getting ahead of the curveoriginal ↗
17 May 2018
EM vulnerable to shocks? "Taper Tantrums" and getting ahead of the curveoriginal ↗
17 May 2018
The single most important chart for any portfolio manager or investor - The power of diversification (low correlation)original ↗
16 May 2018
The single most important chart for any portfolio manager or investor - The power of diversification (low correlation)original ↗
16 May 2018
Financial conditions are not suggesting stress - Be optimistic?original ↗
14 May 2018
Financial conditions are not suggesting stress - Be optimistic?original ↗
14 May 2018
Give me some metrics! Beware of those metricsoriginal ↗
13 May 2018
Give me some metrics! Beware of those metricsoriginal ↗
13 May 2018
Information usage and decision-making as a simple global macro classification schemeoriginal ↗
12 May 2018
Information usage and decision-making as a simple global macro classification schemeoriginal ↗
12 May 2018
Global macro investors need to know the liquidity environment - Global liquidity shortages and international recessionsoriginal ↗
12 May 2018
Global macro investors need to know the liquidity environment - Global liquidity shortages and international recessionsoriginal ↗
12 May 2018
Living in a VUCA world - This is the core problem for investorsoriginal ↗
11 May 2018
Living in a VUCA world - This is the core problem for investorsoriginal ↗
11 May 2018
Bitcoin futures - has it saved bitcoin trading? Not clear from the evidenceoriginal ↗
9 May 2018
Bitcoin futures - has it saved bitcoin trading? Not clear from the evidenceoriginal ↗
9 May 2018
Mind the Gap - Simple Global Macro Relationships to Watch: Policy Differentialsoriginal ↗
8 May 2018
Mind the Gap - Simple Global Macro Relationships to Watch: Policy Differentialsoriginal ↗
8 May 2018
Is investment management a science - Use the "narrativeness" testoriginal ↗
5 May 2018
Is investment management a science - Use the "narrativeness" testoriginal ↗
5 May 2018
The five "whys" and investment management - Finding the root causeoriginal ↗
5 May 2018
The five "whys" and investment management - Finding the root causeoriginal ↗
5 May 2018
Some sector dispersion within equities but fixed income down across the boardoriginal ↗
4 May 2018
Some sector dispersion within equities but fixed income down across the boardoriginal ↗
4 May 2018
Hedge fund performance positive but weak for April - Most YTD returns underwateroriginal ↗
3 May 2018
Hedge fund performance positive but weak for April - Most YTD returns underwateroriginal ↗
3 May 2018
The sell-off of bonds and dollar strengthening are the two leading trends expected for Mayoriginal ↗
2 May 2018
The sell-off of bonds and dollar strengthening are the two leading trends expected for Mayoriginal ↗
2 May 2018
Managed futures mixed performance for April but better than a stock/bond mixoriginal ↗
2 May 2018
Managed futures mixed performance for April but better than a stock/bond mixoriginal ↗
2 May 2018
Call it the revenge of the safe asset - Bond returns declineoriginal ↗
1 May 2018
Call it the revenge of the safe asset - Bond returns declineoriginal ↗
1 May 2018
Improving global macro investing - Monitor and understand financial conditions both globally and locallyoriginal ↗
30 Apr 2018
Improving global macro investing - Monitor and understand financial conditions both globally and locallyoriginal ↗
30 Apr 2018
The battle with ambiguity - It is constant within investment managementoriginal ↗
29 Apr 2018
The battle with ambiguity - It is constant within investment managementoriginal ↗
29 Apr 2018
There is value in the bundle - Blending alternative risk premiums - The two key advantagesoriginal ↗
27 Apr 2018
There is value in the bundle - Blending alternative risk premiums - The two key advantagesoriginal ↗
27 Apr 2018
A core-satellite approach using risk premium Investing - Better defining risks and skillsoriginal ↗
25 Apr 2018
A core-satellite approach using risk premium Investing - Better defining risks and skillsoriginal ↗
25 Apr 2018
The yield curve and fixed income forecasting - Current state says risk is limitedoriginal ↗
23 Apr 2018
The yield curve and fixed income forecasting - Current state says risk is limitedoriginal ↗
23 Apr 2018
Yield curve and growth - There is information here, but very early warningoriginal ↗
21 Apr 2018
Yield curve and growth - There is information here, but very early warningoriginal ↗
21 Apr 2018
Risk-taking - Is it nature or nurture? - You may not be able to escape your pastoriginal ↗
21 Apr 2018
Risk-taking - Is it nature or nurture? - You may not be able to escape your pastoriginal ↗
21 Apr 2018
The yield curve is flattening - What is it telling investors and what should you do about it?original ↗
20 Apr 2018
The yield curve is flattening - What is it telling investors and what should you do about it?original ↗
20 Apr 2018
The "3 x 5 index card" on "Divergent" and "Convergent" hedge fund strategiesoriginal ↗
18 Apr 2018
The "3 x 5 index card" on "Divergent" and "Convergent" hedge fund strategiesoriginal ↗
18 Apr 2018
Long/short commodities - Adds value to equity and bond portfoliosoriginal ↗
17 Apr 2018
Long/short commodities - Adds value to equity and bond portfoliosoriginal ↗
17 Apr 2018
Option strategies over hedge funds - Why not? The number tell a good storyoriginal ↗
16 Apr 2018
Option strategies over hedge funds - Why not? The number tell a good storyoriginal ↗
16 Apr 2018
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