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Mark Rzepczynski

mrzepczynski.blogspot.com

2017

Regression to the mean, luck and picking hedge fund managersoriginal ↗
29 Jan 2017
Regression to the mean, luck and picking hedge fund managersoriginal ↗
29 Jan 2017
If it works for poker, it should work for investing...original ↗
29 Jan 2017
If it works for poker, it should work for investing...original ↗
29 Jan 2017
To adjust or not adjust volatility for momentum strategiesoriginal ↗
28 Jan 2017
To adjust or not adjust volatility for momentum strategiesoriginal ↗
28 Jan 2017
Speculation - It is not supposed to be glamorousoriginal ↗
28 Jan 2017
Speculation - It is not supposed to be glamorousoriginal ↗
28 Jan 2017
Machiavelli could have been a trend-followeroriginal ↗
24 Jan 2017
Machiavelli could have been a trend-followeroriginal ↗
24 Jan 2017
Downside risk - maybe you should be an insurer?original ↗
24 Jan 2017
Downside risk - maybe you should be an insurer?original ↗
24 Jan 2017
2017 - Living in a bimodal worldoriginal ↗
22 Jan 2017
2017 - Living in a bimodal worldoriginal ↗
22 Jan 2017
Money management - Is the amount of talent important?original ↗
21 Jan 2017
Money management - Is the amount of talent important?original ↗
21 Jan 2017
FX for 2016 - the betas say carry is backoriginal ↗
20 Jan 2017
FX for 2016 - the betas say carry is backoriginal ↗
20 Jan 2017
VVIX vs VIX - Is something wrong here?original ↗
19 Jan 2017
VVIX vs VIX - Is something wrong here?original ↗
19 Jan 2017
Measuring risks - Working against the downsideoriginal ↗
18 Jan 2017
Measuring risks - Working against the downsideoriginal ↗
18 Jan 2017
Bond-stock correlation should be driver of managed futures decisionoriginal ↗
16 Jan 2017
Bond-stock correlation should be driver of managed futures decisionoriginal ↗
16 Jan 2017
In a tough investment world - investors will need help finding returnsoriginal ↗
13 Jan 2017
In a tough investment world - investors will need help finding returnsoriginal ↗
13 Jan 2017
WEF global risk report - what to be afraid of in 2017original ↗
13 Jan 2017
WEF global risk report - what to be afraid of in 2017original ↗
13 Jan 2017
Managed futures - should we be disappointed?original ↗
9 Jan 2017
Managed futures - should we be disappointed?original ↗
9 Jan 2017
Global macro on one-page - Follow the data and Trump policyoriginal ↗
8 Jan 2017
Global macro on one-page - Follow the data and Trump policyoriginal ↗
8 Jan 2017
Trends in the market - the more cautious Trump rallyoriginal ↗
8 Jan 2017
Trends in the market - the more cautious Trump rallyoriginal ↗
8 Jan 2017
Hedge fund performance in 2016 - Was this a skill-based year?original ↗
6 Jan 2017
Hedge fund performance in 2016 - Was this a skill-based year?original ↗
6 Jan 2017
Short-term traders perform better in 2016original ↗
5 Jan 2017
Short-term traders perform better in 2016original ↗
5 Jan 2017
Changing trends in ETF market sectors - Too much optimism?original ↗
5 Jan 2017
Changing trends in ETF market sectors - Too much optimism?original ↗
5 Jan 2017
From Populism to Macro Policy: The Regime Change of 2017?original ↗
4 Jan 2017
From Populism to Macro Policy: The Regime Change of 2017?original ↗
4 Jan 2017
Managed futures ends with positive month but disappoints many for the yearoriginal ↗
3 Jan 2017
Managed futures ends with positive month but disappoints many for the yearoriginal ↗
3 Jan 2017
Did asset class performance reflect the political upheavals of 2016original ↗
3 Jan 2017
Did asset class performance reflect the political upheavals of 2016original ↗
3 Jan 2017
Divergence in bank performance between US and EU - so what?original ↗
1 Jan 2017
Divergence in bank performance between US and EU - so what?original ↗
1 Jan 2017

2016

Listen up hedge funds - You don't perform, you dieoriginal ↗
29 Dec 2016
Listen up hedge funds - You don't perform, you dieoriginal ↗
29 Dec 2016
Financial stress down, policy uncertainty uporiginal ↗
29 Dec 2016
Financial stress down, policy uncertainty uporiginal ↗
29 Dec 2016
Art, forgery, and money managementoriginal ↗
26 Dec 2016
Art, forgery, and money managementoriginal ↗
26 Dec 2016
The Phillips Curve - Isn't that an old relationship that does not apply anymore?original ↗
24 Dec 2016
The Phillips Curve - Isn't that an old relationship that does not apply anymore?original ↗
24 Dec 2016
Visualization of connectedness and networks - Moving beyond correlationoriginal ↗
24 Dec 2016
Visualization of connectedness and networks - Moving beyond correlationoriginal ↗
24 Dec 2016
Foreign exchange trading - adding another dimension to alpha creationoriginal ↗
24 Dec 2016
Foreign exchange trading - adding another dimension to alpha creationoriginal ↗
24 Dec 2016
Fake News, Old News, Wrong News, or Just Plain Old Pricesoriginal ↗
22 Dec 2016
Fake News, Old News, Wrong News, or Just Plain Old Pricesoriginal ↗
22 Dec 2016
Paid less for less protection - Your credit markets for 2017original ↗
20 Dec 2016
Paid less for less protection - Your credit markets for 2017original ↗
20 Dec 2016
The Most Important Chart for 2017 - Embrace the Current Uncertaintyoriginal ↗
19 Dec 2016
The Most Important Chart for 2017 - Embrace the Current Uncertaintyoriginal ↗
19 Dec 2016
Momentum and mean-reversion (divergence/convergence) research shows combo worksoriginal ↗
18 Dec 2016
Momentum and mean-reversion (divergence/convergence) research shows combo worksoriginal ↗
18 Dec 2016
Ideas and work... focus on the details of doingoriginal ↗
17 Dec 2016
Ideas and work... focus on the details of doingoriginal ↗
17 Dec 2016
Risk factors change - Do you?original ↗
14 Dec 2016
Risk factors change - Do you?original ↗
14 Dec 2016
Focus - Study on diseconomies of scope demonstrates the key to successoriginal ↗
12 Dec 2016
Focus - Study on diseconomies of scope demonstrates the key to successoriginal ↗
12 Dec 2016
The buzz with pension clients 50-30-20original ↗
9 Dec 2016
The buzz with pension clients 50-30-20original ↗
9 Dec 2016
Where do advisers want active management?original ↗
8 Dec 2016
Where do advisers want active management?original ↗
8 Dec 2016
Fidelity survey - Expect asset allocation changesoriginal ↗
6 Dec 2016
Fidelity survey - Expect asset allocation changesoriginal ↗
6 Dec 2016
Global Macro on One Page for December - The Trump Effect?original ↗
5 Dec 2016
Global Macro on One Page for December - The Trump Effect?original ↗
5 Dec 2016
Trends for December - Dispersion Within Sectorsoriginal ↗
4 Dec 2016
Trends for December - Dispersion Within Sectorsoriginal ↗
4 Dec 2016
Asset Classes, Styles and Sectors Show Dispersionoriginal ↗
4 Dec 2016
Asset Classes, Styles and Sectors Show Dispersionoriginal ↗
4 Dec 2016
FCA Asset Management Market Study - Investors don't get much from managersoriginal ↗
3 Dec 2016
FCA Asset Management Market Study - Investors don't get much from managersoriginal ↗
3 Dec 2016
Hedge fund performance stronger but not enough to make a good yearoriginal ↗
3 Dec 2016
Hedge fund performance stronger but not enough to make a good yearoriginal ↗
3 Dec 2016
CTA performance - On average, could not take advantage of "Trump Effect"original ↗
2 Dec 2016
CTA performance - On average, could not take advantage of "Trump Effect"original ↗
2 Dec 2016
The Big Bond Break and Equity Revival - November Performanceoriginal ↗
1 Dec 2016
The Big Bond Break and Equity Revival - November Performanceoriginal ↗
1 Dec 2016
CTA's - What is going on with size?original ↗
29 Nov 2016
CTA's - What is going on with size?original ↗
29 Nov 2016
Exits as important as entry points? A critical issueoriginal ↗
28 Nov 2016
Exits as important as entry points? A critical issueoriginal ↗
28 Nov 2016
Data mining - more than collecting data oreoriginal ↗
27 Nov 2016
Data mining - more than collecting data oreoriginal ↗
27 Nov 2016
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