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Mark Rzepczynski

mrzepczynski.blogspot.com

2017

Trends for June - Up for equities and bondsoriginal ↗
4 Jun 2017
Trends for June - Up for equities and bondsoriginal ↗
4 Jun 2017
Hedge fund behavior consistent with major asset classesoriginal ↗
3 Jun 2017
Hedge fund behavior consistent with major asset classesoriginal ↗
3 Jun 2017
Managed futures - All dressed up but not going anywhereoriginal ↗
2 Jun 2017
Managed futures - All dressed up but not going anywhereoriginal ↗
2 Jun 2017
Asset class performance - The "Global Rotation"original ↗
2 Jun 2017
Asset class performance - The "Global Rotation"original ↗
2 Jun 2017
A decision tree for the active-passive choiceoriginal ↗
31 May 2017
A decision tree for the active-passive choiceoriginal ↗
31 May 2017
Blending factors in managed futuresoriginal ↗
30 May 2017
Blending factors in managed futuresoriginal ↗
30 May 2017
Avoid atheoretical data analysis - a rule for any data specialistoriginal ↗
29 May 2017
Avoid atheoretical data analysis - a rule for any data specialistoriginal ↗
29 May 2017
Looking at asset class risk through boxplotsoriginal ↗
26 May 2017
Looking at asset class risk through boxplotsoriginal ↗
26 May 2017
Size matters with managed futures but not just with performanceoriginal ↗
25 May 2017
Size matters with managed futures but not just with performanceoriginal ↗
25 May 2017
Trading gold - CME vs. LME - This could be an interesting battleoriginal ↗
24 May 2017
Trading gold - CME vs. LME - This could be an interesting battleoriginal ↗
24 May 2017
Managed futures - the intersection between Kahneman and Kleinoriginal ↗
20 May 2017
Managed futures - the intersection between Kahneman and Kleinoriginal ↗
20 May 2017
Pension surplus risk at all time lowsoriginal ↗
17 May 2017
Pension surplus risk at all time lowsoriginal ↗
17 May 2017
Volatility and managed futures - Is there are relationship with the VIX?original ↗
17 May 2017
Volatility and managed futures - Is there are relationship with the VIX?original ↗
17 May 2017
How many managers should you review before you pick one?original ↗
12 May 2017
How many managers should you review before you pick one?original ↗
12 May 2017
Quant research and managed futures - Key areas of focusoriginal ↗
11 May 2017
Quant research and managed futures - Key areas of focusoriginal ↗
11 May 2017
Global macro on one page - May 2017original ↗
9 May 2017
Global macro on one page - May 2017original ↗
9 May 2017
LME Discussion paper on market structure - what do investors want?original ↗
8 May 2017
LME Discussion paper on market structure - what do investors want?original ↗
8 May 2017
Commodity investing - what is it all about?original ↗
7 May 2017
Commodity investing - what is it all about?original ↗
7 May 2017
VIX and what to expect - the odds against the big jumporiginal ↗
6 May 2017
VIX and what to expect - the odds against the big jumporiginal ↗
6 May 2017
Who needs alternatives like managed futures the most? Underfunded state pensionsoriginal ↗
5 May 2017
Who needs alternatives like managed futures the most? Underfunded state pensionsoriginal ↗
5 May 2017
Market trends for May - Some developing strengthoriginal ↗
4 May 2017
Market trends for May - Some developing strengthoriginal ↗
4 May 2017
Hedge fund performance consistent with environmentoriginal ↗
3 May 2017
Hedge fund performance consistent with environmentoriginal ↗
3 May 2017
Sector analysis supports the risk-on market sentimentoriginal ↗
2 May 2017
Sector analysis supports the risk-on market sentimentoriginal ↗
2 May 2017
Managed futures flat for month of Apriloriginal ↗
2 May 2017
Managed futures flat for month of Apriloriginal ↗
2 May 2017
Always check the financial conditions - still looseoriginal ↗
1 May 2017
Always check the financial conditions - still looseoriginal ↗
1 May 2017
Strong gains around the globe for risky assetsoriginal ↗
1 May 2017
Strong gains around the globe for risky assetsoriginal ↗
1 May 2017
The real bias - stock optimists versus bond pessimistsoriginal ↗
27 Apr 2017
The real bias - stock optimists versus bond pessimistsoriginal ↗
27 Apr 2017
Fat-tails everywhere even if volatility is loworiginal ↗
25 Apr 2017
Fat-tails everywhere even if volatility is loworiginal ↗
25 Apr 2017
Determine what goes wrong with your investment modeloriginal ↗
24 Apr 2017
Determine what goes wrong with your investment modeloriginal ↗
24 Apr 2017
Follow the world business cycle - Economies are integratedoriginal ↗
22 Apr 2017
Follow the world business cycle - Economies are integratedoriginal ↗
22 Apr 2017
Preparing for market risk - stay diversified across asset classes, factors, and strategiesoriginal ↗
21 Apr 2017
Preparing for market risk - stay diversified across asset classes, factors, and strategiesoriginal ↗
21 Apr 2017
"Winner-Take-All" Dynamics and hedge fund investingoriginal ↗
20 Apr 2017
"Winner-Take-All" Dynamics and hedge fund investingoriginal ↗
20 Apr 2017
Factors, smart beta, and global macrooriginal ↗
15 Apr 2017
Factors, smart beta, and global macrooriginal ↗
15 Apr 2017
Populism and the economic laws of not following budget constraintsoriginal ↗
14 Apr 2017
Populism and the economic laws of not following budget constraintsoriginal ↗
14 Apr 2017
Stephen Ross of Arbitrage Pricing Theory (APT) fame died last monthoriginal ↗
13 Apr 2017
Stephen Ross of Arbitrage Pricing Theory (APT) fame died last monthoriginal ↗
13 Apr 2017
Commodity investing - Not for the buy and hold crowdoriginal ↗
12 Apr 2017
Commodity investing - Not for the buy and hold crowdoriginal ↗
12 Apr 2017
Declining economic growth and managed futures strategy returns - Is something there?original ↗
7 Apr 2017
Declining economic growth and managed futures strategy returns - Is something there?original ↗
7 Apr 2017
The Fed as SOB - Seller of bonds, Overvalued view of stocks, and Biased upwards with risksoriginal ↗
6 Apr 2017
The Fed as SOB - Seller of bonds, Overvalued view of stocks, and Biased upwards with risksoriginal ↗
6 Apr 2017
Equity hedge funds doing better for month and yearoriginal ↗
6 Apr 2017
Equity hedge funds doing better for month and yearoriginal ↗
6 Apr 2017
Global macro in one page - Rotation to non-dollar assets continuingoriginal ↗
5 Apr 2017
Global macro in one page - Rotation to non-dollar assets continuingoriginal ↗
5 Apr 2017
March showed a rotation in return performanceoriginal ↗
4 Apr 2017
March showed a rotation in return performanceoriginal ↗
4 Apr 2017
What to expect from big managed futures managers and what you need to beat themoriginal ↗
4 Apr 2017
What to expect from big managed futures managers and what you need to beat themoriginal ↗
4 Apr 2017
Managed futures cannot find returns on market reversalsoriginal ↗
4 Apr 2017
Managed futures cannot find returns on market reversalsoriginal ↗
4 Apr 2017
LMEprecious - Joining the futures world?original ↗
3 Apr 2017
LMEprecious - Joining the futures world?original ↗
3 Apr 2017
Trends and break-outs - No strong directions for any sectorsoriginal ↗
2 Apr 2017
Trends and break-outs - No strong directions for any sectorsoriginal ↗
2 Apr 2017
Strong non-US returns for the quarter - end of the Trump effect?original ↗
1 Apr 2017
Strong non-US returns for the quarter - end of the Trump effect?original ↗
1 Apr 2017
Using financial conditions to see when crisis alpha is neededoriginal ↗
1 Apr 2017
Using financial conditions to see when crisis alpha is neededoriginal ↗
1 Apr 2017
Golden Rule of Forecasting - Be conservativeoriginal ↗
30 Mar 2017
Golden Rule of Forecasting - Be conservativeoriginal ↗
30 Mar 2017
Trend-following, portfolio insurance, and market selling pressureoriginal ↗
29 Mar 2017
Trend-following, portfolio insurance, and market selling pressureoriginal ↗
29 Mar 2017
What kind of model to choose?original ↗
27 Mar 2017
What kind of model to choose?original ↗
27 Mar 2017
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