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Mark Rzepczynski

mrzepczynski.blogspot.com

2017

Zhou Xiaochuan - the central banker even quants should have known. But who will come next?original ↗
15 Oct 2017
Zhou Xiaochuan - the central banker even quants should have known. But who will come next?original ↗
15 Oct 2017
I don't need diversification - I got my 60/40 stock/bond blend! Think againoriginal ↗
11 Oct 2017
I don't need diversification - I got my 60/40 stock/bond blend! Think againoriginal ↗
11 Oct 2017
Richard Thaler - Nobel Prize winner - The economist who provides a foundation for rules-based managed futuresoriginal ↗
10 Oct 2017
Richard Thaler - Nobel Prize winner - The economist who provides a foundation for rules-based managed futuresoriginal ↗
10 Oct 2017
You don't need intelligence; you need "mindware" to be successfuloriginal ↗
9 Oct 2017
You don't need intelligence; you need "mindware" to be successfuloriginal ↗
9 Oct 2017
Are you smart or intelligent? It may make a difference with hedge fund management - I will take smartsoriginal ↗
9 Oct 2017
Are you smart or intelligent? It may make a difference with hedge fund management - I will take smartsoriginal ↗
9 Oct 2017
Back to basics on managed futures with AIMA - Answering the question for why this strategy should be heldoriginal ↗
9 Oct 2017
Back to basics on managed futures with AIMA - Answering the question for why this strategy should be heldoriginal ↗
9 Oct 2017
Return rotation to higher risk premium equities relative to bondsoriginal ↗
5 Oct 2017
Return rotation to higher risk premium equities relative to bondsoriginal ↗
5 Oct 2017
Change in sector trend direction - Problems of September may be opportunity for Octoberoriginal ↗
4 Oct 2017
Change in sector trend direction - Problems of September may be opportunity for Octoberoriginal ↗
4 Oct 2017
Bond quality down further - Reason to switch to global macrooriginal ↗
4 Oct 2017
Bond quality down further - Reason to switch to global macrooriginal ↗
4 Oct 2017
Managed futures turn negative on the renewed interest in the "reflation trade"original ↗
3 Oct 2017
Managed futures turn negative on the renewed interest in the "reflation trade"original ↗
3 Oct 2017
No "inflation mystery" with equities but bonds more uncertainoriginal ↗
2 Oct 2017
No "inflation mystery" with equities but bonds more uncertainoriginal ↗
2 Oct 2017
Asset allocation dispersion risk - The cost of wrong allocation picks is significant, so you need macro gammaoriginal ↗
2 Oct 2017
Asset allocation dispersion risk - The cost of wrong allocation picks is significant, so you need macro gammaoriginal ↗
2 Oct 2017
Deloitte CFO survey - Overvaluation and less optimism - Bewareoriginal ↗
1 Oct 2017
Deloitte CFO survey - Overvaluation and less optimism - Bewareoriginal ↗
1 Oct 2017
Challenge and reality for hedge funds - Beating the stock-bond blendoriginal ↗
30 Sept 2017
Challenge and reality for hedge funds - Beating the stock-bond blendoriginal ↗
30 Sept 2017
Commodity return harvesting – Blend the factors to get a better return to risk mixoriginal ↗
29 Sept 2017
Commodity return harvesting – Blend the factors to get a better return to risk mixoriginal ↗
29 Sept 2017
Look for firms with a risk advantage not just risk management - the case within money managementoriginal ↗
29 Sept 2017
Look for firms with a risk advantage not just risk management - the case within money managementoriginal ↗
29 Sept 2017
Exit strategies and quant trading - Knowing how firms deal with exits is criticaloriginal ↗
28 Sept 2017
Exit strategies and quant trading - Knowing how firms deal with exits is criticaloriginal ↗
28 Sept 2017
Drivers of commodities in the medium term - global growth and dollar - look positiveoriginal ↗
24 Sept 2017
Drivers of commodities in the medium term - global growth and dollar - look positiveoriginal ↗
24 Sept 2017
The business of hedge funds - dynamic choice beyond 2/20original ↗
24 Sept 2017
The business of hedge funds - dynamic choice beyond 2/20original ↗
24 Sept 2017
Tetlock - Political forecasting is a loser's game... So follow trends?original ↗
23 Sept 2017
Tetlock - Political forecasting is a loser's game... So follow trends?original ↗
23 Sept 2017
Research and systematic investing can overcome motivated cognitionoriginal ↗
19 Sept 2017
Research and systematic investing can overcome motivated cognitionoriginal ↗
19 Sept 2017
Keeping it simple with explanations - An investment narrative needs to answer key questionsoriginal ↗
11 Sept 2017
Keeping it simple with explanations - An investment narrative needs to answer key questionsoriginal ↗
11 Sept 2017
Global macro in one page - Where is that inflation?original ↗
10 Sept 2017
Global macro in one page - Where is that inflation?original ↗
10 Sept 2017
AllianzGI Risk Monitor survey - Geopolitical risk on the rise, requires special thinkingoriginal ↗
9 Sept 2017
AllianzGI Risk Monitor survey - Geopolitical risk on the rise, requires special thinkingoriginal ↗
9 Sept 2017
HFR risk parity indices - A systematic alternative that is returning?original ↗
8 Sept 2017
HFR risk parity indices - A systematic alternative that is returning?original ↗
8 Sept 2017
Hedge fund performance - Growth, Macro, and EM best strategiesoriginal ↗
7 Sept 2017
Hedge fund performance - Growth, Macro, and EM best strategiesoriginal ↗
7 Sept 2017
MiFID and managers as return factories - For whom is it an issueoriginal ↗
6 Sept 2017
MiFID and managers as return factories - For whom is it an issueoriginal ↗
6 Sept 2017
Positive gains for month on bonds and currencies - Strength to continueoriginal ↗
4 Sept 2017
Positive gains for month on bonds and currencies - Strength to continueoriginal ↗
4 Sept 2017
Sector dispersion on the rise - A sign of active management on the riseoriginal ↗
4 Sept 2017
Sector dispersion on the rise - A sign of active management on the riseoriginal ↗
4 Sept 2017
Managed futures post gains on bond and currency trendsoriginal ↗
2 Sept 2017
Managed futures post gains on bond and currency trendsoriginal ↗
2 Sept 2017
Agent-based finance and investing - Exploiting more than price is importantoriginal ↗
1 Sept 2017
Agent-based finance and investing - Exploiting more than price is importantoriginal ↗
1 Sept 2017
August performance - Living in a bipolar world of safety and EM risk-takingoriginal ↗
1 Sept 2017
August performance - Living in a bipolar world of safety and EM risk-takingoriginal ↗
1 Sept 2017
Downside analysis to the next level - look at partial moments for an edgeoriginal ↗
30 Aug 2017
Downside analysis to the next level - look at partial moments for an edgeoriginal ↗
30 Aug 2017
Big events often capture little attention - Noble Group and credit default swap market failureoriginal ↗
29 Aug 2017
Big events often capture little attention - Noble Group and credit default swap market failureoriginal ↗
29 Aug 2017
Clear thinking requires an open mind - Why models may be better than discretionoriginal ↗
24 Aug 2017
Clear thinking requires an open mind - Why models may be better than discretionoriginal ↗
24 Aug 2017
We will get volatility wrong at transition periods - Need to prepare before the eventoriginal ↗
23 Aug 2017
We will get volatility wrong at transition periods - Need to prepare before the eventoriginal ↗
23 Aug 2017
Carry and trend complements - Blend premiumsoriginal ↗
22 Aug 2017
Carry and trend complements - Blend premiumsoriginal ↗
22 Aug 2017
Risk premium and betas - What do you get from quant managersoriginal ↗
21 Aug 2017
Risk premium and betas - What do you get from quant managersoriginal ↗
21 Aug 2017
History, linear thinking, and addressing market noiseoriginal ↗
19 Aug 2017
History, linear thinking, and addressing market noiseoriginal ↗
19 Aug 2017
More on algorithm aversion - it can be eliminated if given some choiceoriginal ↗
19 Aug 2017
More on algorithm aversion - it can be eliminated if given some choiceoriginal ↗
19 Aug 2017
Kuhn and systematic research - Solving one crisis at a timeoriginal ↗
18 Aug 2017
Kuhn and systematic research - Solving one crisis at a timeoriginal ↗
18 Aug 2017
Global Macro - Managed futures as an alternative to corporate bondsoriginal ↗
17 Aug 2017
Global Macro - Managed futures as an alternative to corporate bondsoriginal ↗
17 Aug 2017
What do CIO's care about? Only four thingsoriginal ↗
15 Aug 2017
What do CIO's care about? Only four thingsoriginal ↗
15 Aug 2017
On the "fog of war" - No one gets this quote right, but the concept standsoriginal ↗
13 Aug 2017
On the "fog of war" - No one gets this quote right, but the concept standsoriginal ↗
13 Aug 2017
US Navy and risk management - follow the ABCD processoriginal ↗
13 Aug 2017
US Navy and risk management - follow the ABCD processoriginal ↗
13 Aug 2017
US Army risk management - A process for dealing with uncertaintyoriginal ↗
12 Aug 2017
US Army risk management - A process for dealing with uncertaintyoriginal ↗
12 Aug 2017
FCM concentration - Is this good for futures? We don't know.original ↗
12 Aug 2017
FCM concentration - Is this good for futures? We don't know.original ↗
12 Aug 2017
Risk parity and volatility targeting as a danger - Let's get real with some numbersoriginal ↗
9 Aug 2017
Risk parity and volatility targeting as a danger - Let's get real with some numbersoriginal ↗
9 Aug 2017
Global macro on one page - The complexity of central bankingoriginal ↗
7 Aug 2017
Global macro on one page - The complexity of central bankingoriginal ↗
7 Aug 2017
Risk management the US Marine Corps way - it is a processoriginal ↗
7 Aug 2017
Risk management the US Marine Corps way - it is a processoriginal ↗
7 Aug 2017
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