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Mark Rzepczynski
mrzepczynski.blogspot.com
2016
Market prices diverging from macro data - signal of ruin?
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13 Feb 2016
Market prices diverging from macro data - signal of ruin?
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13 Feb 2016
Two wrongs can make a right with diversification
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10 Feb 2016
Two wrongs can make a right with diversification
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10 Feb 2016
Global macro and managed futures come to the diversification rescue
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9 Feb 2016
Global macro and managed futures come to the diversification rescue
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9 Feb 2016
Rare events and crisis contagion - there is a reason why managed futures may work
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9 Feb 2016
Rare events and crisis contagion - there is a reason why managed futures may work
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9 Feb 2016
Global themes on one page for February 2016
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8 Feb 2016
Global themes on one page for February 2016
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8 Feb 2016
Hedge fund value-added - dynamic conditional correlation tells a story
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5 Feb 2016
Hedge fund value-added - dynamic conditional correlation tells a story
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5 Feb 2016
Hedge fund performance - what a difference a strategy makes
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3 Feb 2016
Hedge fund performance - what a difference a strategy makes
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3 Feb 2016
Managed futures performance - delivering crisis alpha through divergent trading
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3 Feb 2016
Managed futures performance - delivering crisis alpha through divergent trading
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3 Feb 2016
Endowments under pressure - are alternatives the solution?
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2 Feb 2016
Endowments under pressure - are alternatives the solution?
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2 Feb 2016
Perils of perception - the reality is that we get a lot wrong
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2 Feb 2016
Perils of perception - the reality is that we get a lot wrong
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2 Feb 2016
The Gordian Knot of asset allocation and why investors need alternatives
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31 Jan 2016
The Gordian Knot of asset allocation and why investors need alternatives
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31 Jan 2016
Natixis survey - what are institutional investors thinking for 2016?
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31 Jan 2016
Natixis survey - what are institutional investors thinking for 2016?
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31 Jan 2016
Mercer view for 2016 - what does it mean for portfolio construction?
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30 Jan 2016
Mercer view for 2016 - what does it mean for portfolio construction?
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30 Jan 2016
Sentiment-driven market behavior - feedback or snap-back?
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21 Jan 2016
Sentiment-driven market behavior - feedback or snap-back?
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21 Jan 2016
Long/short portfolios - the smarter commodity trade
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21 Jan 2016
Long/short portfolios - the smarter commodity trade
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21 Jan 2016
Long-only commodities - the worst asset allocation decision of the decade
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19 Jan 2016
Long-only commodities - the worst asset allocation decision of the decade
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19 Jan 2016
Build an "Antifragile" portfolio not a "sissy" resilient portfolio
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18 Jan 2016
Build an "Antifragile" portfolio not a "sissy" resilient portfolio
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18 Jan 2016
Exogenous vs. Endogenous Risk - It is an endogenous risk year
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18 Jan 2016
Exogenous vs. Endogenous Risk - It is an endogenous risk year
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18 Jan 2016
Macro liquidity versus micro liquidity - Macro liquidity risks are rising
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18 Jan 2016
Macro liquidity versus micro liquidity - Macro liquidity risks are rising
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18 Jan 2016
The Chinese financial diaspora
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15 Jan 2016
The Chinese financial diaspora
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15 Jan 2016
A simple investment requirement - No theory or story, no belief in the numbers
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13 Jan 2016
A simple investment requirement - No theory or story, no belief in the numbers
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13 Jan 2016
SocGen's new CTA mutual fund index - Is it different?
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13 Jan 2016
SocGen's new CTA mutual fund index - Is it different?
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13 Jan 2016
China endogenous risk - Policy transitions when there is no time to think
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13 Jan 2016
China endogenous risk - Policy transitions when there is no time to think
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13 Jan 2016
The "Reach for yield" has turned into the "stretch to safety"
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8 Jan 2016
The "Reach for yield" has turned into the "stretch to safety"
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8 Jan 2016
Hedge fund strategies did not have a good year
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8 Jan 2016
Hedge fund strategies did not have a good year
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8 Jan 2016
The large market dislocations of 2015 - who said the year was uneventful
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8 Jan 2016
The large market dislocations of 2015 - who said the year was uneventful
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8 Jan 2016
Global themes on one page for January 2016
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6 Jan 2016
Global themes on one page for January 2016
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6 Jan 2016
Managed futures index ends the year flat - between equity and bond returns
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5 Jan 2016
Managed futures index ends the year flat - between equity and bond returns
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5 Jan 2016
Global macro surprises for 2016 - The Fed and risk aversion
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4 Jan 2016
Global macro surprises for 2016 - The Fed and risk aversion
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4 Jan 2016
Why CTA's did not make more money in 2015
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3 Jan 2016
Why CTA's did not make more money in 2015
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3 Jan 2016
The big market divergences of 2015
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3 Jan 2016
The big market divergences of 2015
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3 Jan 2016
Using quantitative finance is just a part of investing
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3 Jan 2016
Using quantitative finance is just a part of investing
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3 Jan 2016
The genius of investment management - dealing with information conflicts
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2 Jan 2016
The genius of investment management - dealing with information conflicts
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2 Jan 2016
Investment science and art - where is the intersection?
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2 Jan 2016
Investment science and art - where is the intersection?
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2 Jan 2016
The three big global macro questions for 2016
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2 Jan 2016
The three big global macro questions for 2016
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2 Jan 2016
2015
Secondary effects and the oil price shock
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30 Dec 2015
Secondary effects and the oil price shock
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30 Dec 2015
Simple versus complex forecasting - Simple wins
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29 Dec 2015
Simple versus complex forecasting - Simple wins
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29 Dec 2015
Fed forecasts - Do you believe in a Goldilocks economy?
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28 Dec 2015
Fed forecasts - Do you believe in a Goldilocks economy?
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28 Dec 2015
Simple Rules - Arguing for less complexity in money management
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28 Dec 2015
Simple Rules - Arguing for less complexity in money management
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28 Dec 2015
Downside Investment Management - Anticipatory vs Trend Beta Avoidance
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26 Dec 2015
Downside Investment Management - Anticipatory vs Trend Beta Avoidance
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26 Dec 2015
Momentum in prices is based on momentum in information
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26 Dec 2015
Momentum in prices is based on momentum in information
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26 Dec 2015
The problem with momentum trading - it's good until it's not
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26 Dec 2015
The problem with momentum trading - it's good until it's not
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26 Dec 2015
Digesting the Fed rate increase - the dot frenzy
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21 Dec 2015
Digesting the Fed rate increase - the dot frenzy
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21 Dec 2015
PWC Hedge fund survey - old school marketing still the driver
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18 Dec 2015
PWC Hedge fund survey - old school marketing still the driver
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18 Dec 2015
First job of money management, know where you are - the credit cycle
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18 Dec 2015
First job of money management, know where you are - the credit cycle
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18 Dec 2015
The growing focus on risk factors - this new school is here to stay
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17 Dec 2015
The growing focus on risk factors - this new school is here to stay
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17 Dec 2015
PWC Alternative Asset Management 2020 - more industrialization of the industry
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17 Dec 2015
PWC Alternative Asset Management 2020 - more industrialization of the industry
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17 Dec 2015
Four Stats to think about from last week
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9 Dec 2015
Four Stats to think about from last week
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9 Dec 2015
December global macro themes on one page
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7 Dec 2015
December global macro themes on one page
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7 Dec 2015
Current business models in alternative investments - all about gathering assets?
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6 Dec 2015
Current business models in alternative investments - all about gathering assets?
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6 Dec 2015
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