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Mark Rzepczynski

mrzepczynski.blogspot.com

2016

Boom and bust in global capital and commodity cycles original ↗

6 Jun 2016

Boom and bust in global capital and commodity cycles original ↗

6 Jun 2016

Are big endowments smarter or just willing to take on more risk?original ↗

5 Jun 2016

Are big endowments smarter or just willing to take on more risk?original ↗

5 Jun 2016

A simple explanation for the big monetary problem original ↗

5 Jun 2016

A simple explanation for the big monetary problem original ↗

5 Jun 2016

Market price signals in flux - with major price transitions in financials and currencies original ↗

3 Jun 2016

Market price signals in flux - with major price transitions in financials and currencies original ↗

3 Jun 2016

The scourge of VaR and CTA's original ↗

3 Jun 2016

The scourge of VaR and CTA's original ↗

3 Jun 2016

Asset class performance for May original ↗

2 Jun 2016

Asset class performance for May original ↗

2 Jun 2016

Managed futures - cannot find what works original ↗

2 Jun 2016

Managed futures - cannot find what works original ↗

2 Jun 2016

And you wonder why companies hold more cash...original ↗

31 May 2016

And you wonder why companies hold more cash...original ↗

31 May 2016

Lack of precision in market views - the need for quant models original ↗

30 May 2016

Lack of precision in market views - the need for quant models original ↗

30 May 2016

The language of finance: From hypotheses to models and story-telling original ↗

27 May 2016

The language of finance: From hypotheses to models and story-telling original ↗

27 May 2016

Failure and the need to learn from mistakes original ↗

25 May 2016

Failure and the need to learn from mistakes original ↗

25 May 2016

Macro hedge funds - dispersion in asset classes and style original ↗

24 May 2016

Macro hedge funds - dispersion in asset classes and style original ↗

24 May 2016

Yield model model for recession - another zombie?original ↗

24 May 2016

Yield model model for recession - another zombie?original ↗

24 May 2016

Dealing with residuals and working on narratives in finance original ↗

23 May 2016

Dealing with residuals and working on narratives in finance original ↗

23 May 2016

Fed valuation model is dead and the Fed killed it original ↗

20 May 2016

Fed valuation model is dead and the Fed killed it original ↗

20 May 2016

A fight against passive investing to protect principal original ↗

20 May 2016

A fight against passive investing to protect principal original ↗

20 May 2016

Four factor model and macro bets for managed futures original ↗

19 May 2016

Four factor model and macro bets for managed futures original ↗

19 May 2016

Simple choices and asset allocation original ↗

18 May 2016

Simple choices and asset allocation original ↗

18 May 2016

The best contributors to diversification will surprise you original ↗

14 May 2016

The best contributors to diversification will surprise you original ↗

14 May 2016

Drawdown impact and managed futures original ↗

12 May 2016

Drawdown impact and managed futures original ↗

12 May 2016

Simple diversification and changing return to risk original ↗

12 May 2016

Simple diversification and changing return to risk original ↗

12 May 2016

Active management, fees, and the asset management industry original ↗

11 May 2016

Active management, fees, and the asset management industry original ↗

11 May 2016

Drawdowns are everywhere - this is a problem of proportionality original ↗

11 May 2016

Drawdowns are everywhere - this is a problem of proportionality original ↗

11 May 2016

Have hedge funds advanced the science of finance?original ↗

10 May 2016

Have hedge funds advanced the science of finance?original ↗

10 May 2016

Know your data, the fundamentals of analysis original ↗

9 May 2016

Know your data, the fundamentals of analysis original ↗

9 May 2016

Inflation pictures all point in same direction original ↗

9 May 2016

Inflation pictures all point in same direction original ↗

9 May 2016

Global macro themes on one page for May original ↗

6 May 2016

Global macro themes on one page for May original ↗

6 May 2016

ETF flows and asset class bets original ↗

5 May 2016

ETF flows and asset class bets original ↗

5 May 2016

Psychometric tests and due diligence original ↗

5 May 2016

Psychometric tests and due diligence original ↗

5 May 2016

April performance demonstrates risk-on behavior original ↗

5 May 2016

April performance demonstrates risk-on behavior original ↗

5 May 2016

Hedge fund performance improved in April original ↗

4 May 2016

Hedge fund performance improved in April original ↗

4 May 2016

April futures returns - Calm mixed with commodity trends original ↗

3 May 2016

April futures returns - Calm mixed with commodity trends original ↗

3 May 2016

April managed futures disappoints - could not catch commodity move original ↗

3 May 2016

April managed futures disappoints - could not catch commodity move original ↗

3 May 2016

Long-term secular trend in rates - A big issue original ↗

3 May 2016

Long-term secular trend in rates - A big issue original ↗

3 May 2016

Machine learning - what it is and is not for investors original ↗

30 Apr 2016

Machine learning - what it is and is not for investors original ↗

30 Apr 2016

Structural checklist for investment headwinds original ↗

30 Apr 2016

Structural checklist for investment headwinds original ↗

30 Apr 2016

Managed futures - something going on with performance original ↗

28 Apr 2016

Managed futures - something going on with performance original ↗

28 Apr 2016

Stop the mistakes - play the odds from a process original ↗

27 Apr 2016

Stop the mistakes - play the odds from a process original ↗

27 Apr 2016

News, trading, and decision-making - Type I and Type II errors original ↗

26 Apr 2016

News, trading, and decision-making - Type I and Type II errors original ↗

26 Apr 2016

Performance and story-telling - A good due diligence combination original ↗

25 Apr 2016

Performance and story-telling - A good due diligence combination original ↗

25 Apr 2016

Value and momentum - why do they both work?original ↗

24 Apr 2016

Value and momentum - why do they both work?original ↗

24 Apr 2016

Factor-based investing in fixed income original ↗

24 Apr 2016

Factor-based investing in fixed income original ↗

24 Apr 2016

Multi-asset class investing - more important than security selection original ↗

24 Apr 2016

Multi-asset class investing - more important than security selection original ↗

24 Apr 2016

Driving FX markets - common risk factors?original ↗

22 Apr 2016

Driving FX markets - common risk factors?original ↗

22 Apr 2016

Hedge fund performance mid-month - mixed original ↗

21 Apr 2016

Hedge fund performance mid-month - mixed original ↗

21 Apr 2016

BREXIT is the trade of the year original ↗

14 Apr 2016

BREXIT is the trade of the year original ↗

14 Apr 2016

FX as an asset class? - what matters are factors original ↗

14 Apr 2016

FX as an asset class? - what matters are factors original ↗

14 Apr 2016

News may lead to volatility and disaster uncertainty - a priced variance premium original ↗

11 Apr 2016

News may lead to volatility and disaster uncertainty - a priced variance premium original ↗

11 Apr 2016

Fading volatility is a strategy that works original ↗

9 Apr 2016

Fading volatility is a strategy that works original ↗

9 Apr 2016

Volatility on downtrend - volatility spikes tied to liquidity original ↗

9 Apr 2016

Volatility on downtrend - volatility spikes tied to liquidity original ↗

9 Apr 2016