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Mark Rzepczynski

mrzepczynski.blogspot.com

2016

Mind the Gap ... up or down - Fade the extremes if you know what is an extreme original ↗

15 Jul 2016

Mind the Gap ... up or down - Fade the extremes if you know what is an extreme original ↗

15 Jul 2016

Stocks vs bonds in asset allocation - It pays to be long, but may not pay to be passive original ↗

15 Jul 2016

Stocks vs bonds in asset allocation - It pays to be long, but may not pay to be passive original ↗

15 Jul 2016

Avoid the losers - a min/max strategy based on trends original ↗

14 Jul 2016

Avoid the losers - a min/max strategy based on trends original ↗

14 Jul 2016

The DM fixed income export - negative yields original ↗

13 Jul 2016

The DM fixed income export - negative yields original ↗

13 Jul 2016

Finding diversification - Start with asset classes original ↗

13 Jul 2016

Finding diversification - Start with asset classes original ↗

13 Jul 2016

Fixed income performance - It is all about duration - "Gimme that yield "original ↗

13 Jul 2016

Fixed income performance - It is all about duration - "Gimme that yield "original ↗

13 Jul 2016

Accept the investment environment - Just use the right tools to describe it, cases and scenarios original ↗

13 Jul 2016

Accept the investment environment - Just use the right tools to describe it, cases and scenarios original ↗

13 Jul 2016

Two views for how alpha can be exploited original ↗

12 Jul 2016

Two views for how alpha can be exploited original ↗

12 Jul 2016

SSGA survey - why are investors optimists?original ↗

11 Jul 2016

SSGA survey - why are investors optimists?original ↗

11 Jul 2016

Decomposing diversification - A three part analysis original ↗

11 Jul 2016

Decomposing diversification - A three part analysis original ↗

11 Jul 2016

Things that keep me up at night ....original ↗

11 Jul 2016

Things that keep me up at night ....original ↗

11 Jul 2016

Food prices since the Financial Crisis - Turning up original ↗

8 Jul 2016

Food prices since the Financial Crisis - Turning up original ↗

8 Jul 2016

Market themes on one page for July original ↗

6 Jul 2016

Market themes on one page for July original ↗

6 Jul 2016

Longer-term CTA's outperformed short-term traders during the June dislocations original ↗

6 Jul 2016

Longer-term CTA's outperformed short-term traders during the June dislocations original ↗

6 Jul 2016

Disciplined Systematic Global Macro Views original ↗

6 Jul 2016

Disciplined Systematic Global Macro Views original ↗

6 Jul 2016

The changing perception on short-rate and central bank action original ↗

5 Jul 2016

The changing perception on short-rate and central bank action original ↗

5 Jul 2016

Managed futures performed when expected - in a crisis original ↗

5 Jul 2016

Managed futures performed when expected - in a crisis original ↗

5 Jul 2016

What the asset classes are telling us about BREXIT one week later original ↗

4 Jul 2016

What the asset classes are telling us about BREXIT one week later original ↗

4 Jul 2016

Market price signals - Long-term bond trends strengthen original ↗

3 Jul 2016

Market price signals - Long-term bond trends strengthen original ↗

3 Jul 2016

Things that keep me up at night this week ...original ↗

3 Jul 2016

Things that keep me up at night this week ...original ↗

3 Jul 2016

Asset class performance for June - Still a bond world original ↗

3 Jul 2016

Asset class performance for June - Still a bond world original ↗

3 Jul 2016

Managed futures and BREXIT - Divergent trading worked original ↗

29 Jun 2016

Managed futures and BREXIT - Divergent trading worked original ↗

29 Jun 2016

BREXIT and uncertainty - Could a EU policy of punishment toward the UK go too far?original ↗

28 Jun 2016

BREXIT and uncertainty - Could a EU policy of punishment toward the UK go too far?original ↗

28 Jun 2016

BREXIT surprise, behavioral bias, and uncertainty original ↗

27 Jun 2016

BREXIT surprise, behavioral bias, and uncertainty original ↗

27 Jun 2016

Things that keep me up at night ... more than BREXIT original ↗

27 Jun 2016

Things that keep me up at night ... more than BREXIT original ↗

27 Jun 2016

City-states, Nation-states, and Globalism - Financial centers view the world differently original ↗

26 Jun 2016

City-states, Nation-states, and Globalism - Financial centers view the world differently original ↗

26 Jun 2016

Managed futures has lost market share - whose fault is it?original ↗

23 Jun 2016

Managed futures has lost market share - whose fault is it?original ↗

23 Jun 2016

The price paid for diversification - a simple case original ↗

23 Jun 2016

The price paid for diversification - a simple case original ↗

23 Jun 2016

Are specialist firms special? Evidence says no original ↗

23 Jun 2016

Are specialist firms special? Evidence says no original ↗

23 Jun 2016

An equity world of extremes - the need for active management?original ↗

21 Jun 2016

An equity world of extremes - the need for active management?original ↗

21 Jun 2016

Never fight the Fed or always fade the Fed? Depends on asset class original ↗

21 Jun 2016

Never fight the Fed or always fade the Fed? Depends on asset class original ↗

21 Jun 2016

Diversifer or complement - What type of hedge fund do you want?original ↗

20 Jun 2016

Diversifer or complement - What type of hedge fund do you want?original ↗

20 Jun 2016

HP investment model - an alternative to the endowment model - but global macro at heart original ↗

20 Jun 2016

HP investment model - an alternative to the endowment model - but global macro at heart original ↗

20 Jun 2016

Skew with trend-following - It may not be because they are good traders original ↗

20 Jun 2016

Skew with trend-following - It may not be because they are good traders original ↗

20 Jun 2016

When covered interest rate parity breaks down - we have a credit problem!original ↗

18 Jun 2016

When covered interest rate parity breaks down - we have a credit problem!original ↗

18 Jun 2016

Things that make me stay up at night this week ... cash hoarding, BREXIT, etc...original ↗

18 Jun 2016

Things that make me stay up at night this week ... cash hoarding, BREXIT, etc...original ↗

18 Jun 2016

Hedge fund strategy distinctiveness matters original ↗

17 Jun 2016

Hedge fund strategy distinctiveness matters original ↗

17 Jun 2016

Fed dot plot - not forward guidance but misguidance original ↗

15 Jun 2016

Fed dot plot - not forward guidance but misguidance original ↗

15 Jun 2016

An operational due diligence conference panel - What would I ask them?original ↗

14 Jun 2016

An operational due diligence conference panel - What would I ask them?original ↗

14 Jun 2016

Better when returns are down - clear signal of investment skill original ↗

14 Jun 2016

Better when returns are down - clear signal of investment skill original ↗

14 Jun 2016

Cambridge Associates: De-risk the deficit with hedge funds original ↗

14 Jun 2016

Cambridge Associates: De-risk the deficit with hedge funds original ↗

14 Jun 2016

Short-term traders should not fear equilibrium real rate original ↗

13 Jun 2016

Short-term traders should not fear equilibrium real rate original ↗

13 Jun 2016

Managing drawdown - number one risk issue original ↗

11 Jun 2016

Managing drawdown - number one risk issue original ↗

11 Jun 2016

Things that make me stay up at night this week...original ↗

11 Jun 2016

Things that make me stay up at night this week...original ↗

11 Jun 2016

Managed futures as long volatility - the meme many follow original ↗

10 Jun 2016

Managed futures as long volatility - the meme many follow original ↗

10 Jun 2016

The performance problem with hedge funds original ↗

8 Jun 2016

The performance problem with hedge funds original ↗

8 Jun 2016

Hedge funds for May - better for relative value original ↗

8 Jun 2016

Hedge funds for May - better for relative value original ↗

8 Jun 2016

Macro themes on one page for June original ↗

8 Jun 2016

Macro themes on one page for June original ↗

8 Jun 2016

Multi-strategy approach versus fund of funds original ↗

7 Jun 2016

Multi-strategy approach versus fund of funds original ↗

7 Jun 2016

The three ways hedge funds make money original ↗

7 Jun 2016

The three ways hedge funds make money original ↗

7 Jun 2016