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Mark Rzepczynski

mrzepczynski.blogspot.com

2016

You can have favorable odds and lose money - show me the sizing original ↗

27 Nov 2016

You can have favorable odds and lose money - show me the sizing original ↗

27 Nov 2016

Due diligence of trading skill - Can it be improved?original ↗

25 Nov 2016

Due diligence of trading skill - Can it be improved?original ↗

25 Nov 2016

Old behaviors will have to change in new environment original ↗

25 Nov 2016

Old behaviors will have to change in new environment original ↗

25 Nov 2016

Brains and stomach - you need both for investing original ↗

22 Nov 2016

Brains and stomach - you need both for investing original ↗

22 Nov 2016

Investment learning starts with knowing the past original ↗

20 Nov 2016

Investment learning starts with knowing the past original ↗

20 Nov 2016

What are asset class volatility graphs telling us?original ↗

20 Nov 2016

What are asset class volatility graphs telling us?original ↗

20 Nov 2016

Arbitrage and ethics - food for thought original ↗

19 Nov 2016

Arbitrage and ethics - food for thought original ↗

19 Nov 2016

Dollar rally not an election rally - continuation of long trend original ↗

19 Nov 2016

Dollar rally not an election rally - continuation of long trend original ↗

19 Nov 2016

Yield trends started well before election original ↗

19 Nov 2016

Yield trends started well before election original ↗

19 Nov 2016

What are the best investment warnings?original ↗

15 Nov 2016

What are the best investment warnings?original ↗

15 Nov 2016

Commodities - Is this the time to allocate?original ↗

14 Nov 2016

Commodities - Is this the time to allocate?original ↗

14 Nov 2016

Global themes on one page original ↗

14 Nov 2016

Global themes on one page original ↗

14 Nov 2016

Liquidity premium - Not easy to sort-out original ↗

11 Nov 2016

Liquidity premium - Not easy to sort-out original ↗

11 Nov 2016

Managing Risk - Not as hard for managed futures original ↗

11 Nov 2016

Managing Risk - Not as hard for managed futures original ↗

11 Nov 2016

Election surprises happen - Black Swan, no original ↗

9 Nov 2016

Election surprises happen - Black Swan, no original ↗

9 Nov 2016

Hedge fund October returns - Some good, some bad original ↗

9 Nov 2016

Hedge fund October returns - Some good, some bad original ↗

9 Nov 2016

Sector performance - Return dispersion headed down original ↗

3 Nov 2016

Sector performance - Return dispersion headed down original ↗

3 Nov 2016

Market trends going into November very clear original ↗

2 Nov 2016

Market trends going into November very clear original ↗

2 Nov 2016

Managed futures index turns negative for the year original ↗

1 Nov 2016

Managed futures index turns negative for the year original ↗

1 Nov 2016

What scares any asset allocator - Correlated markets original ↗

1 Nov 2016

What scares any asset allocator - Correlated markets original ↗

1 Nov 2016

Narrative and numbers - You need both for effective forecasting original ↗

30 Oct 2016

Narrative and numbers - You need both for effective forecasting original ↗

30 Oct 2016

Decision-making - The need for a coping strategy original ↗

28 Oct 2016

Decision-making - The need for a coping strategy original ↗

28 Oct 2016

Cognitive biases and the need to be quantitative!original ↗

26 Oct 2016

Cognitive biases and the need to be quantitative!original ↗

26 Oct 2016

Emerging market investing - Play the skew original ↗

24 Oct 2016

Emerging market investing - Play the skew original ↗

24 Oct 2016

Follow the advice of investment consultants - I think not original ↗

20 Oct 2016

Follow the advice of investment consultants - I think not original ↗

20 Oct 2016

Managed futures performance - Devil in the details of start and end date original ↗

19 Oct 2016

Managed futures performance - Devil in the details of start and end date original ↗

19 Oct 2016

We can agree on 2 of 3 - Jury out on central banking original ↗

18 Oct 2016

We can agree on 2 of 3 - Jury out on central banking original ↗

18 Oct 2016

Learning from experience and the "should" versus "will" of behavior original ↗

18 Oct 2016

Learning from experience and the "should" versus "will" of behavior original ↗

18 Oct 2016

The End of Alchemy - the real take-aways original ↗

17 Oct 2016

The End of Alchemy - the real take-aways original ↗

17 Oct 2016

The Weatherstone approach to hedge fund investing original ↗

13 Oct 2016

The Weatherstone approach to hedge fund investing original ↗

13 Oct 2016

Hedge fund classification - Simpler may be better original ↗

11 Oct 2016

Hedge fund classification - Simpler may be better original ↗

11 Oct 2016

Drawdown-based risk parity - An improvement original ↗

10 Oct 2016

Drawdown-based risk parity - An improvement original ↗

10 Oct 2016

The "triple coincidence" in international finance - what you see is not what you get original ↗

10 Oct 2016

The "triple coincidence" in international finance - what you see is not what you get original ↗

10 Oct 2016

Global themes on one page - more of the same from last month original ↗

6 Oct 2016

Global themes on one page - more of the same from last month original ↗

6 Oct 2016

Equity hedge funds generate strong gains in September original ↗

5 Oct 2016

Equity hedge funds generate strong gains in September original ↗

5 Oct 2016

Skew risk, volatility risk, and managed futures original ↗

5 Oct 2016

Skew risk, volatility risk, and managed futures original ↗

5 Oct 2016

Limited major trends but some selected opportunities in commodities original ↗

4 Oct 2016

Limited major trends but some selected opportunities in commodities original ↗

4 Oct 2016

Sector, style, country and bond analysis consistent with risk-on behavior original ↗

4 Oct 2016

Sector, style, country and bond analysis consistent with risk-on behavior original ↗

4 Oct 2016

Managed futures - A month of giveback original ↗

3 Oct 2016

Managed futures - A month of giveback original ↗

3 Oct 2016

September performance - Risk-on with Fed on hold original ↗

3 Oct 2016

September performance - Risk-on with Fed on hold original ↗

3 Oct 2016

Minksy, volatility, and skew original ↗

3 Oct 2016

Minksy, volatility, and skew original ↗

3 Oct 2016

Messy markets, mixed distributions, and skew - Thinking about downside risk original ↗

30 Sept 2016

Messy markets, mixed distributions, and skew - Thinking about downside risk original ↗

30 Sept 2016

Momentum in futures not spot - Hidden in the basis?original ↗

29 Sept 2016

Momentum in futures not spot - Hidden in the basis?original ↗

29 Sept 2016

CME clearinghouse - changing the rules original ↗

27 Sept 2016

CME clearinghouse - changing the rules original ↗

27 Sept 2016

TED spread warning - Not what you think original ↗

26 Sept 2016

TED spread warning - Not what you think original ↗

26 Sept 2016

Quant and system developers - there is a distinction original ↗

26 Sept 2016

Quant and system developers - there is a distinction original ↗

26 Sept 2016

If you focus on risk premiums, you should be following the skew original ↗

25 Sept 2016

If you focus on risk premiums, you should be following the skew original ↗

25 Sept 2016

The advice of Mr Jaggers, "Follow the evidence."original ↗

25 Sept 2016

The advice of Mr Jaggers, "Follow the evidence."original ↗

25 Sept 2016

Globalization, global history, and macro investing original ↗

25 Sept 2016

Globalization, global history, and macro investing original ↗

25 Sept 2016

Forgetfulness and financial analysis – Is more memory always better?original ↗

23 Sept 2016

Forgetfulness and financial analysis – Is more memory always better?original ↗

23 Sept 2016