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Mark Rzepczynski

mrzepczynski.blogspot.com

2017

Stock market confidence off the charts - but also lurking fearoriginal ↗
4 Aug 2017
Stock market confidence off the charts - but also lurking fearoriginal ↗
4 Aug 2017
With asset return dispersion increasing - hedge funds generate gainsoriginal ↗
3 Aug 2017
With asset return dispersion increasing - hedge funds generate gainsoriginal ↗
3 Aug 2017
July was a currency trend month - Likely to continueoriginal ↗
3 Aug 2017
July was a currency trend month - Likely to continueoriginal ↗
3 Aug 2017
Sector dispersion continued for July - Value from picking winnersoriginal ↗
2 Aug 2017
Sector dispersion continued for July - Value from picking winnersoriginal ↗
2 Aug 2017
CTA's find trends to reverse some of last month's poor performanceoriginal ↗
2 Aug 2017
CTA's find trends to reverse some of last month's poor performanceoriginal ↗
2 Aug 2017
Rhetoric versus reality for July - Watch the cash flow and growthoriginal ↗
1 Aug 2017
Rhetoric versus reality for July - Watch the cash flow and growthoriginal ↗
1 Aug 2017
There may be a crash, but let's not get ahead of ourselvesoriginal ↗
31 Jul 2017
There may be a crash, but let's not get ahead of ourselvesoriginal ↗
31 Jul 2017
How many asset classes are necessary for asset allocation? No one may knoworiginal ↗
29 Jul 2017
How many asset classes are necessary for asset allocation? No one may knoworiginal ↗
29 Jul 2017
Algorithm aversion or just a desire for low cost optionality?original ↗
29 Jul 2017
Algorithm aversion or just a desire for low cost optionality?original ↗
29 Jul 2017
The hazard of experts - How do you avoid this hazard effect with hedge fund managers?original ↗
28 Jul 2017
The hazard of experts - How do you avoid this hazard effect with hedge fund managers?original ↗
28 Jul 2017
Is it worth trading both Euro STOXX 50 and 600? Country and capitalization playsoriginal ↗
27 Jul 2017
Is it worth trading both Euro STOXX 50 and 600? Country and capitalization playsoriginal ↗
27 Jul 2017
The incredible shrinking alpha - Falling skill or alternative definitions?original ↗
26 Jul 2017
The incredible shrinking alpha - Falling skill or alternative definitions?original ↗
26 Jul 2017
A simple taxonomy of diversification - All diversifiers are not alikeoriginal ↗
25 Jul 2017
A simple taxonomy of diversification - All diversifiers are not alikeoriginal ↗
25 Jul 2017
Managed futures in a drawdown - How bad is it? - Take a lookoriginal ↗
22 Jul 2017
Managed futures in a drawdown - How bad is it? - Take a lookoriginal ↗
22 Jul 2017
Cost of liquidity - The hidden management fee that needs to be calculatedoriginal ↗
21 Jul 2017
Cost of liquidity - The hidden management fee that needs to be calculatedoriginal ↗
21 Jul 2017
It's a electronic futures world - Now what do we do? The changing role of brokerageoriginal ↗
20 Jul 2017
It's a electronic futures world - Now what do we do? The changing role of brokerageoriginal ↗
20 Jul 2017
When markets disrupt so does performance - June managed futures and outliersoriginal ↗
17 Jul 2017
When markets disrupt so does performance - June managed futures and outliersoriginal ↗
17 Jul 2017
Suffering from regret in the hedge fund world - A problem for all investorsoriginal ↗
16 Jul 2017
Suffering from regret in the hedge fund world - A problem for all investorsoriginal ↗
16 Jul 2017
Using hedge pricing as a weapon - The firms with scale will squeeze smaller firmsoriginal ↗
16 Jul 2017
Using hedge pricing as a weapon - The firms with scale will squeeze smaller firmsoriginal ↗
16 Jul 2017
AUM growth as a signal of hedge fund quality - Is the investor herd right?original ↗
14 Jul 2017
AUM growth as a signal of hedge fund quality - Is the investor herd right?original ↗
14 Jul 2017
Trend-following - A century of data suggests there is valueoriginal ↗
13 Jul 2017
Trend-following - A century of data suggests there is valueoriginal ↗
13 Jul 2017
Is "directional volatility" needed for trend followers?original ↗
12 Jul 2017
Is "directional volatility" needed for trend followers?original ↗
12 Jul 2017
ECB CISS index; there is no trend in stress - Be happyoriginal ↗
11 Jul 2017
ECB CISS index; there is no trend in stress - Be happyoriginal ↗
11 Jul 2017
"Icarus Trades" - Are these something to worry about?original ↗
10 Jul 2017
"Icarus Trades" - Are these something to worry about?original ↗
10 Jul 2017
Global macro on one-page - All about central bank balance sheet issuesoriginal ↗
7 Jul 2017
Global macro on one-page - All about central bank balance sheet issuesoriginal ↗
7 Jul 2017
Most stocks are losers - Median and skew tell an important storyoriginal ↗
6 Jul 2017
Most stocks are losers - Median and skew tell an important storyoriginal ↗
6 Jul 2017
Hedge fund performance - mixed from end of month volatilityoriginal ↗
6 Jul 2017
Hedge fund performance - mixed from end of month volatilityoriginal ↗
6 Jul 2017
Managed futures hit with trend reversals, but opportunity potential in Julyoriginal ↗
4 Jul 2017
Managed futures hit with trend reversals, but opportunity potential in Julyoriginal ↗
4 Jul 2017
Trend environment looking stronger - Loses in June may lead to profits in Julyoriginal ↗
4 Jul 2017
Trend environment looking stronger - Loses in June may lead to profits in Julyoriginal ↗
4 Jul 2017
Sector performance mixed with potential roll-over of trendsoriginal ↗
3 Jul 2017
Sector performance mixed with potential roll-over of trendsoriginal ↗
3 Jul 2017
End of month disruption did not offset gains for month - the upward path on holidayoriginal ↗
3 Jul 2017
End of month disruption did not offset gains for month - the upward path on holidayoriginal ↗
3 Jul 2017
Central bank communication - the "Cool Hand Luke" failure to communicate effectoriginal ↗
30 Jun 2017
Central bank communication - the "Cool Hand Luke" failure to communicate effectoriginal ↗
30 Jun 2017
Diversification without some pain is not diversificationoriginal ↗
29 Jun 2017
Diversification without some pain is not diversificationoriginal ↗
29 Jun 2017
A way to make money in commodities - Good portfolio construction, momentum, and carryoriginal ↗
28 Jun 2017
A way to make money in commodities - Good portfolio construction, momentum, and carryoriginal ↗
28 Jun 2017
Position sizing, expected return, and portfolio results - There is imprecision in trader languageoriginal ↗
26 Jun 2017
Position sizing, expected return, and portfolio results - There is imprecision in trader languageoriginal ↗
26 Jun 2017
Mixing collateral with a managed futures portfolio - Need to know marginal contributionsoriginal ↗
24 Jun 2017
Mixing collateral with a managed futures portfolio - Need to know marginal contributionsoriginal ↗
24 Jun 2017
Northern Trust - EIU Survey - "See" the risk - "Know" the riskoriginal ↗
23 Jun 2017
Northern Trust - EIU Survey - "See" the risk - "Know" the riskoriginal ↗
23 Jun 2017
Use your collateral wisely and enhance managed futures efficiencyoriginal ↗
21 Jun 2017
Use your collateral wisely and enhance managed futures efficiencyoriginal ↗
21 Jun 2017
Clustering of hedge fund returns - where is the difference?original ↗
20 Jun 2017
Clustering of hedge fund returns - where is the difference?original ↗
20 Jun 2017
Smart beta - Why look at these investments? Diversificationoriginal ↗
20 Jun 2017
Smart beta - Why look at these investments? Diversificationoriginal ↗
20 Jun 2017
Can momentum and diversifications solve every investment problem? Perhaps.original ↗
18 Jun 2017
Can momentum and diversifications solve every investment problem? Perhaps.original ↗
18 Jun 2017
Two components of active management, style and skill - Investors need to choose both wiselyoriginal ↗
17 Jun 2017
Two components of active management, style and skill - Investors need to choose both wiselyoriginal ↗
17 Jun 2017
Quants vs. Discretionary - Numbers vs. Story - Is one better?original ↗
16 Jun 2017
Quants vs. Discretionary - Numbers vs. Story - Is one better?original ↗
16 Jun 2017
Language, perception, and numbers - The translation problemoriginal ↗
14 Jun 2017
Language, perception, and numbers - The translation problemoriginal ↗
14 Jun 2017
Momentum as the big embarrassment to market efficiencyoriginal ↗
14 Jun 2017
Momentum as the big embarrassment to market efficiencyoriginal ↗
14 Jun 2017
Should I care if a managed futures fund has a five-star rating?original ↗
12 Jun 2017
Should I care if a managed futures fund has a five-star rating?original ↗
12 Jun 2017
A difference between theory and practiceoriginal ↗
8 Jun 2017
A difference between theory and practiceoriginal ↗
8 Jun 2017
Networks and plumbing - The mechanics of systemic riskoriginal ↗
7 Jun 2017
Networks and plumbing - The mechanics of systemic riskoriginal ↗
7 Jun 2017
Global Macro in one page - Forget the noise and watch the numbersoriginal ↗
5 Jun 2017
Global Macro in one page - Forget the noise and watch the numbersoriginal ↗
5 Jun 2017
Sector behavior consistent with economic story but wider dispersionoriginal ↗
4 Jun 2017
Sector behavior consistent with economic story but wider dispersionoriginal ↗
4 Jun 2017
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