Blog · corpus.blog/blogs/mrzepczynski.blogspot.com/posts
Mark Rzepczynski
mrzepczynski.blogspot.com
2018
6 Feb 2018
6 Feb 2018
VIX index move was historic - The impact will be a negative feedback loop leading to equity selling from volatility rebalancingoriginal ↗
6 Feb 2018
VIX index move was historic - The impact will be a negative feedback loop leading to equity selling from volatility rebalancingoriginal ↗
6 Feb 2018
January sector performance strong for style, sector, and sovereign ETFs and poor for bond ETFsoriginal ↗
2 Feb 2018
January sector performance strong for style, sector, and sovereign ETFs and poor for bond ETFsoriginal ↗
2 Feb 2018
2 Feb 2018
2 Feb 2018
Trend in markets - Short bonds and dollar, Long US equities - Strength continues going into new monthoriginal ↗
2 Feb 2018
Trend in markets - Short bonds and dollar, Long US equities - Strength continues going into new monthoriginal ↗
2 Feb 2018
Volatility and price bubbles - What you need to know - Hard to say there is a strong relationship but too quiet is not goodoriginal ↗
27 Jan 2018
Volatility and price bubbles - What you need to know - Hard to say there is a strong relationship but too quiet is not goodoriginal ↗
27 Jan 2018
Philly Fed Partisan Conflict index is actually down - Normalization may be good for marketsoriginal ↗
26 Jan 2018
Philly Fed Partisan Conflict index is actually down - Normalization may be good for marketsoriginal ↗
26 Jan 2018
26 Jan 2018
26 Jan 2018
23 Jan 2018
23 Jan 2018
What makes a good hedge fund manager? Judgment - the combination of assessment, action, and feedbackoriginal ↗
21 Jan 2018
What makes a good hedge fund manager? Judgment - the combination of assessment, action, and feedbackoriginal ↗
21 Jan 2018
Best sovereign credit period since the Financial Crisis - What a surprise in growth will dooriginal ↗
21 Jan 2018
Best sovereign credit period since the Financial Crisis - What a surprise in growth will dooriginal ↗
21 Jan 2018
Complexity Bias and Trend-following -We have a bias towards complexity yet simplicity should be preferred.original ↗
20 Jan 2018
Complexity Bias and Trend-following -We have a bias towards complexity yet simplicity should be preferred.original ↗
20 Jan 2018
Bitcoin price moves and networking effects - The difference between social and financial networks is importantoriginal ↗
20 Jan 2018
Bitcoin price moves and networking effects - The difference between social and financial networks is importantoriginal ↗
20 Jan 2018
Volume in futures and options flat based on the low volatility in many markets - This will change in 2018original ↗
18 Jan 2018
Volume in futures and options flat based on the low volatility in many markets - This will change in 2018original ↗
18 Jan 2018
Bitcoins for institutional investors? What happens when you put this investment into an optimizeroriginal ↗
17 Jan 2018
Bitcoins for institutional investors? What happens when you put this investment into an optimizeroriginal ↗
17 Jan 2018
The rate of return on everything - r>>g . Everyone needs to save but the return on wealth over growth is volatileoriginal ↗
16 Jan 2018
The rate of return on everything - r>>g . Everyone needs to save but the return on wealth over growth is volatileoriginal ↗
16 Jan 2018
The rate of return on everything - What does this tell us about safe assets? They are not safeoriginal ↗
15 Jan 2018
The rate of return on everything - What does this tell us about safe assets? They are not safeoriginal ↗
15 Jan 2018
Still caution with inflation forecasts even if trends are higher - Big question is whether you bet against the cautionoriginal ↗
14 Jan 2018
Still caution with inflation forecasts even if trends are higher - Big question is whether you bet against the cautionoriginal ↗
14 Jan 2018
Understand the incentive and you understand the analyst - Incentives create forecast biasesoriginal ↗
14 Jan 2018
Understand the incentive and you understand the analyst - Incentives create forecast biasesoriginal ↗
14 Jan 2018
La Nina weather pattern will bring some "fun" to grain markets - if volatility and a price shock is your idea of funoriginal ↗
12 Jan 2018
La Nina weather pattern will bring some "fun" to grain markets - if volatility and a price shock is your idea of funoriginal ↗
12 Jan 2018
"Likely" or "Probable" - there is a difference in language when talking about recommendations in the new yearoriginal ↗
11 Jan 2018
"Likely" or "Probable" - there is a difference in language when talking about recommendations in the new yearoriginal ↗
11 Jan 2018
World Government Bond (WGBI) index shows how difficult it will be to get return from fixed incomeoriginal ↗
8 Jan 2018
World Government Bond (WGBI) index shows how difficult it will be to get return from fixed incomeoriginal ↗
8 Jan 2018
Hedge fund performance positive across the board for 2017 - Better returns on market dispersion expected for 2018original ↗
5 Jan 2018
Hedge fund performance positive across the board for 2017 - Better returns on market dispersion expected for 2018original ↗
5 Jan 2018
Sector performance shows more year-end dispersion in returns - This should continue in 2018original ↗
4 Jan 2018
Sector performance shows more year-end dispersion in returns - This should continue in 2018original ↗
4 Jan 2018
Strong upward momentum in metals with down moves in bonds and dollar - Good potential for the start of the yearoriginal ↗
3 Jan 2018
Strong upward momentum in metals with down moves in bonds and dollar - Good potential for the start of the yearoriginal ↗
3 Jan 2018
60/40 global blend tells a similar story to US - 2017 was exceptional - A normal year may be closer to 1/2 of the returnoriginal ↗
3 Jan 2018
60/40 global blend tells a similar story to US - 2017 was exceptional - A normal year may be closer to 1/2 of the returnoriginal ↗
3 Jan 2018
2017
Do you really want to live with a 60/40 allocation in 2018? - Follow the numbers and you will likely underperformoriginal ↗
31 Dec 2017
Do you really want to live with a 60/40 allocation in 2018? - Follow the numbers and you will likely underperformoriginal ↗
31 Dec 2017
This investing is easy! Everything positive for 2017, but unfortunately we are starting a new yearoriginal ↗
31 Dec 2017
This investing is easy! Everything positive for 2017, but unfortunately we are starting a new yearoriginal ↗
31 Dec 2017
30 Dec 2017
30 Dec 2017
29 Dec 2017
29 Dec 2017
Add mental models for the new year - Broadening your thinking process will improve your productivityoriginal ↗
28 Dec 2017
Add mental models for the new year - Broadening your thinking process will improve your productivityoriginal ↗
28 Dec 2017
27 Dec 2017
27 Dec 2017
Gresham's Law of Modeling Average - This is an important research idea on why there can be excessive volatilityoriginal ↗
26 Dec 2017
Gresham's Law of Modeling Average - This is an important research idea on why there can be excessive volatilityoriginal ↗
26 Dec 2017
23 Dec 2017
23 Dec 2017
Managed futures is not trend-following but it is close - Broadening the product spectrum has added strategy complexityoriginal ↗
22 Dec 2017
Managed futures is not trend-following but it is close - Broadening the product spectrum has added strategy complexityoriginal ↗
22 Dec 2017
21 Dec 2017
21 Dec 2017
Buy the losers and sell the winners? Reverse your thinking and be careful about avoiding or exiting losersoriginal ↗
17 Dec 2017