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Mark Rzepczynski

mrzepczynski.blogspot.com

2016

Asset management as cooking, asset classes as food, and factors as nutrients original ↗

8 Apr 2016

Asset management as cooking, asset classes as food, and factors as nutrients original ↗

8 Apr 2016

Asset class diversification is good, factor-based may be better, but strategy diversification best original ↗

7 Apr 2016

Asset class diversification is good, factor-based may be better, but strategy diversification best original ↗

7 Apr 2016

March hedge fund performance moving higher, but disappointing first quarter original ↗

6 Apr 2016

March hedge fund performance moving higher, but disappointing first quarter original ↗

6 Apr 2016

Global macro themes on one page original ↗

4 Apr 2016

Global macro themes on one page original ↗

4 Apr 2016

Managed futures sector review - liquidity gaps and trend reversals original ↗

3 Apr 2016

Managed futures sector review - liquidity gaps and trend reversals original ↗

3 Apr 2016

Longer-term versus short-term managed futures performance original ↗

3 Apr 2016

Longer-term versus short-term managed futures performance original ↗

3 Apr 2016

March managed futures underperforms versus traditional assets original ↗

3 Apr 2016

March managed futures underperforms versus traditional assets original ↗

3 Apr 2016

Precautionary principle and asset management original ↗

3 Apr 2016

Precautionary principle and asset management original ↗

3 Apr 2016

Natixis Durable Portfolio Construction - a good foundational philosophy original ↗

3 Apr 2016

Natixis Durable Portfolio Construction - a good foundational philosophy original ↗

3 Apr 2016

Fat tails and geopolitical risk - Why should you care?original ↗

31 Mar 2016

Fat tails and geopolitical risk - Why should you care?original ↗

31 Mar 2016

What is the Fed's reaction function?original ↗

30 Mar 2016

What is the Fed's reaction function?original ↗

30 Mar 2016

A wide difference - global macro and managed futures hedge fund styles original ↗

29 Mar 2016

A wide difference - global macro and managed futures hedge fund styles original ↗

29 Mar 2016

Global macro - Bottom-up or top-down; two views of trading original ↗

29 Mar 2016

Global macro - Bottom-up or top-down; two views of trading original ↗

29 Mar 2016

Follow academic research at your own risk original ↗

29 Mar 2016

Follow academic research at your own risk original ↗

29 Mar 2016

Commodity currencies respond to commodity prices original ↗

26 Mar 2016

Commodity currencies respond to commodity prices original ↗

26 Mar 2016

DB survey - competitive pressure with hedge funds original ↗

26 Mar 2016

DB survey - competitive pressure with hedge funds original ↗

26 Mar 2016

What type of central bank is the Fed?original ↗

25 Mar 2016

What type of central bank is the Fed?original ↗

25 Mar 2016

FIFAA - the new Harvard endowment approach - Is this an improvement?original ↗

20 Mar 2016

FIFAA - the new Harvard endowment approach - Is this an improvement?original ↗

20 Mar 2016

Asset allocation approaches - there can be a classification scheme original ↗

20 Mar 2016

Asset allocation approaches - there can be a classification scheme original ↗

20 Mar 2016

Time-dependent vs data-dependent Fed forward guidance original ↗

17 Mar 2016

Time-dependent vs data-dependent Fed forward guidance original ↗

17 Mar 2016

A failure to communicate by the Fed?original ↗

17 Mar 2016

A failure to communicate by the Fed?original ↗

17 Mar 2016

Price and economic momentum result in better currency returns original ↗

16 Mar 2016

Price and economic momentum result in better currency returns original ↗

16 Mar 2016

FIA Expo - What is the value to the customer?original ↗

15 Mar 2016

FIA Expo - What is the value to the customer?original ↗

15 Mar 2016

The themes, issues, and opportunities for this week original ↗

13 Mar 2016

The themes, issues, and opportunities for this week original ↗

13 Mar 2016

Hedge fund managers are not always thinking about their investors original ↗

12 Mar 2016

Hedge fund managers are not always thinking about their investors original ↗

12 Mar 2016

What you need to BAG performance - Beta, Alpha, Gamma original ↗

12 Mar 2016

What you need to BAG performance - Beta, Alpha, Gamma original ↗

12 Mar 2016

A new endowment model? It may be coming original ↗

11 Mar 2016

A new endowment model? It may be coming original ↗

11 Mar 2016

New Zealand dollar is a canary (kiwi) in a coal mine original ↗

10 Mar 2016

New Zealand dollar is a canary (kiwi) in a coal mine original ↗

10 Mar 2016

Baltic Dry Freight Rates - where is the trade?original ↗

10 Mar 2016

Baltic Dry Freight Rates - where is the trade?original ↗

10 Mar 2016

Seward and Kissel Hedge Fund Survey - tough for start-ups original ↗

10 Mar 2016

Seward and Kissel Hedge Fund Survey - tough for start-ups original ↗

10 Mar 2016

Global macro versus managed futures for year - A difference in approaches original ↗

8 Mar 2016

Global macro versus managed futures for year - A difference in approaches original ↗

8 Mar 2016

Global macro themes for March on one page original ↗

5 Mar 2016

Global macro themes for March on one page original ↗

5 Mar 2016

Hedge fund skill - dependent on the environment original ↗

5 Mar 2016

Hedge fund skill - dependent on the environment original ↗

5 Mar 2016

Let's not get too excited about this equity rally original ↗

4 Mar 2016

Let's not get too excited about this equity rally original ↗

4 Mar 2016

Where do hedge fund investors want to put their money?original ↗

4 Mar 2016

Where do hedge fund investors want to put their money?original ↗

4 Mar 2016

Managed futures sector review - sectors trend CTA's make money original ↗

4 Mar 2016

Managed futures sector review - sectors trend CTA's make money original ↗

4 Mar 2016

Managed futures and global macro hedge funds the leaders for the year original ↗

3 Mar 2016

Managed futures and global macro hedge funds the leaders for the year original ↗

3 Mar 2016

Managed futures still delivering in February original ↗

3 Mar 2016

Managed futures still delivering in February original ↗

3 Mar 2016

Is there value with holding international bonds?original ↗

29 Feb 2016

Is there value with holding international bonds?original ↗

29 Feb 2016

Using visuals to tell the return to risk story original ↗

26 Feb 2016

Using visuals to tell the return to risk story original ↗

26 Feb 2016

Global macro opportunity landscape original ↗

24 Feb 2016

Global macro opportunity landscape original ↗

24 Feb 2016

The impact of negative interest rates on the financial sector original ↗

24 Feb 2016

The impact of negative interest rates on the financial sector original ↗

24 Feb 2016

Global Macro and managed futures performance off lows original ↗

22 Feb 2016

Global Macro and managed futures performance off lows original ↗

22 Feb 2016

Dispersion in managed futures indices is large - Choosing managers correctly matters original ↗

22 Feb 2016

Dispersion in managed futures indices is large - Choosing managers correctly matters original ↗

22 Feb 2016

The CFTC - EC CCP accord - what it means for hedge funds original ↗

21 Feb 2016

The CFTC - EC CCP accord - what it means for hedge funds original ↗

21 Feb 2016

Institutional investor are not satisfied - CFA Institute survey original ↗

21 Feb 2016

Institutional investor are not satisfied - CFA Institute survey original ↗

21 Feb 2016

Evidence and conviction - more not always better original ↗

16 Feb 2016

Evidence and conviction - more not always better original ↗

16 Feb 2016

Portfolio insurance - Back again?original ↗

16 Feb 2016

Portfolio insurance - Back again?original ↗

16 Feb 2016

The broken counter of banking original ↗

15 Feb 2016

The broken counter of banking original ↗

15 Feb 2016

What are you really buying with hedge funds? Put writing?original ↗

13 Feb 2016

What are you really buying with hedge funds? Put writing?original ↗

13 Feb 2016