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Mark Rzepczynski

mrzepczynski.blogspot.com

2018

Morningstar star prediction - Signal to noise is loworiginal ↗
15 Apr 2018
Morningstar star prediction - Signal to noise is loworiginal ↗
15 Apr 2018
Speculators and commodity markets - The data does not support a bias in pricesoriginal ↗
15 Apr 2018
Speculators and commodity markets - The data does not support a bias in pricesoriginal ↗
15 Apr 2018
What should you get with complexity in beta strategies - Smoother return to riskoriginal ↗
14 Apr 2018
What should you get with complexity in beta strategies - Smoother return to riskoriginal ↗
14 Apr 2018
The evolution of trend-following firms to alternative risk premiums and quant shopsoriginal ↗
11 Apr 2018
The evolution of trend-following firms to alternative risk premiums and quant shopsoriginal ↗
11 Apr 2018
Mutual funds versus ETF liquidations - Their market impact may not be the sameoriginal ↗
7 Apr 2018
Mutual funds versus ETF liquidations - Their market impact may not be the sameoriginal ↗
7 Apr 2018
Inflation is here - Now focus on the next question, where is it goingoriginal ↗
6 Apr 2018
Inflation is here - Now focus on the next question, where is it goingoriginal ↗
6 Apr 2018
Hedge fund performance mixed for monthoriginal ↗
5 Apr 2018
Hedge fund performance mixed for monthoriginal ↗
5 Apr 2018
Decomposition of credit markets - Simple but important conclusionsoriginal ↗
4 Apr 2018
Decomposition of credit markets - Simple but important conclusionsoriginal ↗
4 Apr 2018
Trends tilt to bonds over equitiesoriginal ↗
3 Apr 2018
Trends tilt to bonds over equitiesoriginal ↗
3 Apr 2018
Managed futures slightly down for month - Better than equitesoriginal ↗
3 Apr 2018
Managed futures slightly down for month - Better than equitesoriginal ↗
3 Apr 2018
Sector differences increased during month - Rotation to bonds from equitiesoriginal ↗
2 Apr 2018
Sector differences increased during month - Rotation to bonds from equitiesoriginal ↗
2 Apr 2018
Change in mood reflected in asset marketsoriginal ↗
1 Apr 2018
Change in mood reflected in asset marketsoriginal ↗
1 Apr 2018
Failures With Information Usage - Competing Models and a Solutionoriginal ↗
31 Mar 2018
Failures With Information Usage - Competing Models and a Solutionoriginal ↗
31 Mar 2018
Portfolio trust in mean reversion not momentum - The contradiction of investing in trend-followersoriginal ↗
30 Mar 2018
Portfolio trust in mean reversion not momentum - The contradiction of investing in trend-followersoriginal ↗
30 Mar 2018
Stock-Bond Correlation - An inflation regime change will push it higheroriginal ↗
29 Mar 2018
Stock-Bond Correlation - An inflation regime change will push it higheroriginal ↗
29 Mar 2018
Inflation Protection Trade - TIPS Are Not Enoughoriginal ↗
28 Mar 2018
Inflation Protection Trade - TIPS Are Not Enoughoriginal ↗
28 Mar 2018
Old school "natural rate" relationship is a problem for macro managersoriginal ↗
27 Mar 2018
Old school "natural rate" relationship is a problem for macro managersoriginal ↗
27 Mar 2018
Libor-OIS, credit spreads and the change in the credit cycleoriginal ↗
25 Mar 2018
Libor-OIS, credit spreads and the change in the credit cycleoriginal ↗
25 Mar 2018
Forecasts are often biased - So do it yourself and be held accountableoriginal ↗
22 Mar 2018
Forecasts are often biased - So do it yourself and be held accountableoriginal ↗
22 Mar 2018
Is cash no longer trash?original ↗
22 Mar 2018
Is cash no longer trash?original ↗
22 Mar 2018
Quants and uncertainty - Post-February thinkingoriginal ↗
19 Mar 2018
Quants and uncertainty - Post-February thinkingoriginal ↗
19 Mar 2018
Expressing trend bets through futures or option - The problem of more moving partsoriginal ↗
19 Mar 2018
Expressing trend bets through futures or option - The problem of more moving partsoriginal ↗
19 Mar 2018
Buying commodities a play on China growth as well as inflationoriginal ↗
13 Mar 2018
Buying commodities a play on China growth as well as inflationoriginal ↗
13 Mar 2018
Commodity driven by global growth - Above 3% growth and prices push higheroriginal ↗
12 Mar 2018
Commodity driven by global growth - Above 3% growth and prices push higheroriginal ↗
12 Mar 2018
Looking back over commodities for the last ten to fifteen years - Currently in normalization phaseoriginal ↗
9 Mar 2018
Looking back over commodities for the last ten to fifteen years - Currently in normalization phaseoriginal ↗
9 Mar 2018
Correlation up - a beta not alpha world for noworiginal ↗
8 Mar 2018
Correlation up - a beta not alpha world for noworiginal ↗
8 Mar 2018
Commodities - A good time to hold or increase at this point in the business cycleoriginal ↗
6 Mar 2018
Commodities - A good time to hold or increase at this point in the business cycleoriginal ↗
6 Mar 2018
Preqin investor survey - What are the demands for hedge funds?original ↗
6 Mar 2018
Preqin investor survey - What are the demands for hedge funds?original ↗
6 Mar 2018
Pension asset allocations - Filled with alternatives and not beta (Willis Towers Watson survey)original ↗
6 Mar 2018
Pension asset allocations - Filled with alternatives and not beta (Willis Towers Watson survey)original ↗
6 Mar 2018
A financial shock and change in the market environment - not good for any investororiginal ↗
4 Mar 2018
A financial shock and change in the market environment - not good for any investororiginal ↗
4 Mar 2018
Hedge fund performance sank with equity beta declineoriginal ↗
3 Mar 2018
Hedge fund performance sank with equity beta declineoriginal ↗
3 Mar 2018
Trends in markets - Mixed signals suggest a period of transitionoriginal ↗
3 Mar 2018
Trends in markets - Mixed signals suggest a period of transitionoriginal ↗
3 Mar 2018
Managed futures managers hurt by volatility shockoriginal ↗
2 Mar 2018
Managed futures managers hurt by volatility shockoriginal ↗
2 Mar 2018
February performance - Ouch! So let's put in contextoriginal ↗
1 Mar 2018
February performance - Ouch! So let's put in contextoriginal ↗
1 Mar 2018
Investor Anxiety Is All A Matter of Timeframeoriginal ↗
26 Feb 2018
Investor Anxiety Is All A Matter of Timeframeoriginal ↗
26 Feb 2018
Financial shocks can be either endogenous or exogenous - What can we expect?original ↗
25 Feb 2018
Financial shocks can be either endogenous or exogenous - What can we expect?original ↗
25 Feb 2018
The "3 by 5 index card" on what you need to know about the February VIX spikeoriginal ↗
23 Feb 2018
The "3 by 5 index card" on what you need to know about the February VIX spikeoriginal ↗
23 Feb 2018
What is your focus? Schwerpunkt - the center of gravity for your investment effortsoriginal ↗
23 Feb 2018
What is your focus? Schwerpunkt - the center of gravity for your investment effortsoriginal ↗
23 Feb 2018
Psychopaths are not good hedge fund managers, neither are narcissists - Who would have thought?original ↗
21 Feb 2018
Psychopaths are not good hedge fund managers, neither are narcissists - Who would have thought?original ↗
21 Feb 2018
Generating tilts around core bonds - Changing the correlation, yield, and risk exposures to bond sectors offers opportunities for portfolio refinementsoriginal ↗
17 Feb 2018
Generating tilts around core bonds - Changing the correlation, yield, and risk exposures to bond sectors offers opportunities for portfolio refinementsoriginal ↗
17 Feb 2018
Time for commodities but what it is the right choice? Think in terms of risk premiumsoriginal ↗
16 Feb 2018
Time for commodities but what it is the right choice? Think in terms of risk premiumsoriginal ↗
16 Feb 2018
If dollar is down, investors want to look toward commoditiesoriginal ↗
15 Feb 2018
If dollar is down, investors want to look toward commoditiesoriginal ↗
15 Feb 2018
Taking a second look at gold during a financial crisisoriginal ↗
15 Feb 2018
Taking a second look at gold during a financial crisisoriginal ↗
15 Feb 2018
"Bond Vigilantes" - They were corralled but never disbandedoriginal ↗
14 Feb 2018
"Bond Vigilantes" - They were corralled but never disbandedoriginal ↗
14 Feb 2018
Yes, the stock-bond correlation is rising, but let's have some perspectiveoriginal ↗
12 Feb 2018
Yes, the stock-bond correlation is rising, but let's have some perspectiveoriginal ↗
12 Feb 2018
Risk parity - When volatility goes up across asset classes the result is painful but perhaps not as bad as some alternativesoriginal ↗
11 Feb 2018
Risk parity - When volatility goes up across asset classes the result is painful but perhaps not as bad as some alternativesoriginal ↗
11 Feb 2018
Has SPY - VIX sensitivity changed in the last week?original ↗
10 Feb 2018
Has SPY - VIX sensitivity changed in the last week?original ↗
10 Feb 2018
More than just equity volatility, look at bonds - The Big Volatility Revaluationoriginal ↗
10 Feb 2018
More than just equity volatility, look at bonds - The Big Volatility Revaluationoriginal ↗
10 Feb 2018
What does systematic decision-making do? Debias your portfolio decisionsoriginal ↗
9 Feb 2018
What does systematic decision-making do? Debias your portfolio decisionsoriginal ↗
9 Feb 2018
What to do in a market sell-off - Don't sell, rebalance and restructureoriginal ↗
9 Feb 2018
What to do in a market sell-off - Don't sell, rebalance and restructureoriginal ↗
9 Feb 2018
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