corpus.blog
41,715 blogs · 5,239,565 posts Claim your blog
Back to Mark Rzepczynski
Blog · corpus.blog/blogs/mrzepczynski.blogspot.com/posts

Mark Rzepczynski

mrzepczynski.blogspot.com

2015

Corporate bond liquidity - should we be worried?original ↗
29 Oct 2015
Corporate bond liquidity - should we be worried?original ↗
29 Oct 2015
Financial frictions and Great Recession - what are the take-aways for investors today?original ↗
29 Oct 2015
Financial frictions and Great Recession - what are the take-aways for investors today?original ↗
29 Oct 2015
AI-CIO risk parity survey says - The thrill is goneoriginal ↗
27 Oct 2015
AI-CIO risk parity survey says - The thrill is goneoriginal ↗
27 Oct 2015
Hedgehogs and Foxes - Forecasting skill not always with the expertsoriginal ↗
27 Oct 2015
Hedgehogs and Foxes - Forecasting skill not always with the expertsoriginal ↗
27 Oct 2015
The global volatility premium - it exists but beware of the skeworiginal ↗
26 Oct 2015
The global volatility premium - it exists but beware of the skeworiginal ↗
26 Oct 2015
Momentum trading Treasuries - it works!original ↗
26 Oct 2015
Momentum trading Treasuries - it works!original ↗
26 Oct 2015
Measuring market liquidity - Asking for buckets is not a solution to the problemoriginal ↗
26 Oct 2015
Measuring market liquidity - Asking for buckets is not a solution to the problemoriginal ↗
26 Oct 2015
Bill Gates - strategy and execution both neededoriginal ↗
24 Oct 2015
Bill Gates - strategy and execution both neededoriginal ↗
24 Oct 2015
Captain Kirk - forecasting and decision-making in balanceoriginal ↗
24 Oct 2015
Captain Kirk - forecasting and decision-making in balanceoriginal ↗
24 Oct 2015
SEC liquidity rules - good in theory but unintended consequencesoriginal ↗
22 Oct 2015
SEC liquidity rules - good in theory but unintended consequencesoriginal ↗
22 Oct 2015
Views on the Fed - two ships passing in the nightoriginal ↗
21 Oct 2015
Views on the Fed - two ships passing in the nightoriginal ↗
21 Oct 2015
Commodities - above the ground and below the ground - not the sameoriginal ↗
20 Oct 2015
Commodities - above the ground and below the ground - not the sameoriginal ↗
20 Oct 2015
Information rigidity and global macro tradingoriginal ↗
13 Oct 2015
Information rigidity and global macro tradingoriginal ↗
13 Oct 2015
Nowcasting and trend-following - cut from the same cloth?original ↗
12 Oct 2015
Nowcasting and trend-following - cut from the same cloth?original ↗
12 Oct 2015
Minsky and bond mutual funds - illiquidity feedback looporiginal ↗
12 Oct 2015
Minsky and bond mutual funds - illiquidity feedback looporiginal ↗
12 Oct 2015
Negative swap rates - story of market segmentation or abnormalityoriginal ↗
12 Oct 2015
Negative swap rates - story of market segmentation or abnormalityoriginal ↗
12 Oct 2015
Darst's Six C's theme - negatives stories aboundoriginal ↗
11 Oct 2015
Darst's Six C's theme - negatives stories aboundoriginal ↗
11 Oct 2015
Beating stocks or bonds - hedge fund performance mixedoriginal ↗
8 Oct 2015
Beating stocks or bonds - hedge fund performance mixedoriginal ↗
8 Oct 2015
Managed futures index beats equities but not bonds - sort of a good year-to-date?original ↗
7 Oct 2015
Managed futures index beats equities but not bonds - sort of a good year-to-date?original ↗
7 Oct 2015
Hedge fund behavior for September - some minor bright spotsoriginal ↗
7 Oct 2015
Hedge fund behavior for September - some minor bright spotsoriginal ↗
7 Oct 2015
Managed futures in October - Positive returns in a difficult environmentoriginal ↗
7 Oct 2015
Managed futures in October - Positive returns in a difficult environmentoriginal ↗
7 Oct 2015
October Global Macro Themes on One Pageoriginal ↗
5 Oct 2015
October Global Macro Themes on One Pageoriginal ↗
5 Oct 2015
Yellen inflation - complex problem with no easy solutionsoriginal ↗
4 Oct 2015
Yellen inflation - complex problem with no easy solutionsoriginal ↗
4 Oct 2015
Jack Ablin's systematic approach to asset allocationoriginal ↗
4 Oct 2015
Jack Ablin's systematic approach to asset allocationoriginal ↗
4 Oct 2015
Fed balance sheet steady for one year - it will not change under a rate riseoriginal ↗
3 Oct 2015
Fed balance sheet steady for one year - it will not change under a rate riseoriginal ↗
3 Oct 2015
Forward rate inflation forecasts - bankrupt signals?original ↗
3 Oct 2015
Forward rate inflation forecasts - bankrupt signals?original ↗
3 Oct 2015
Target date 401K - Perfect place for hedge funds?original ↗
2 Oct 2015
Target date 401K - Perfect place for hedge funds?original ↗
2 Oct 2015
The hedge fund as a system - A different way of thinking about due diligenceoriginal ↗
30 Sept 2015
The hedge fund as a system - A different way of thinking about due diligenceoriginal ↗
30 Sept 2015
Finance needs more history to help with the futureoriginal ↗
29 Sept 2015
Finance needs more history to help with the futureoriginal ↗
29 Sept 2015
FOMC announcements and asset returns - the surprise cut always mattersoriginal ↗
25 Sept 2015
FOMC announcements and asset returns - the surprise cut always mattersoriginal ↗
25 Sept 2015
High yield volatility spikes - markets calming?original ↗
25 Sept 2015
High yield volatility spikes - markets calming?original ↗
25 Sept 2015
Financial stress is increasing and financial conditions tighteningoriginal ↗
22 Sept 2015
Financial stress is increasing and financial conditions tighteningoriginal ↗
22 Sept 2015
Managed futures and volatility - a little harder to link than some would thinkoriginal ↗
22 Sept 2015
Managed futures and volatility - a little harder to link than some would thinkoriginal ↗
22 Sept 2015
Looking at extremes - the basis for good scenario analysisoriginal ↗
21 Sept 2015
Looking at extremes - the basis for good scenario analysisoriginal ↗
21 Sept 2015
Changing views of portfolio management in one tableoriginal ↗
19 Sept 2015
Changing views of portfolio management in one tableoriginal ↗
19 Sept 2015
Crisis Risk Offset (CRO) as an asset class - another fad?original ↗
19 Sept 2015
Crisis Risk Offset (CRO) as an asset class - another fad?original ↗
19 Sept 2015
Hedge fund management skill - all about processoriginal ↗
18 Sept 2015
Hedge fund management skill - all about processoriginal ↗
18 Sept 2015
Fed tightening cycles - bond evidence is clearoriginal ↗
17 Sept 2015
Fed tightening cycles - bond evidence is clearoriginal ↗
17 Sept 2015
Post-crisis monetary policy and the dollar - still room to runoriginal ↗
15 Sept 2015
Post-crisis monetary policy and the dollar - still room to runoriginal ↗
15 Sept 2015
Post-crisis monetary policy and the bond marketoriginal ↗
15 Sept 2015
Post-crisis monetary policy and the bond marketoriginal ↗
15 Sept 2015
Post-crisis monetary policy and the stock marketoriginal ↗
15 Sept 2015
Post-crisis monetary policy and the stock marketoriginal ↗
15 Sept 2015
Leverage ratio and fragile behavior - no austerity in EME'soriginal ↗
15 Sept 2015
Leverage ratio and fragile behavior - no austerity in EME'soriginal ↗
15 Sept 2015
Sudden stop in EM lending - currency cowards in currency warsoriginal ↗
14 Sept 2015
Sudden stop in EM lending - currency cowards in currency warsoriginal ↗
14 Sept 2015
Folly of forecasts before FOMCoriginal ↗
13 Sept 2015
Folly of forecasts before FOMCoriginal ↗
13 Sept 2015
Information and strategic complementarity in trading - follow the skill of othersoriginal ↗
13 Sept 2015
Information and strategic complementarity in trading - follow the skill of othersoriginal ↗
13 Sept 2015
NYSE Rule 48 - you don't want to be on the wrong sideoriginal ↗
12 Sept 2015
NYSE Rule 48 - you don't want to be on the wrong sideoriginal ↗
12 Sept 2015
China reserves falling - sudden stop protectionoriginal ↗
12 Sept 2015
China reserves falling - sudden stop protectionoriginal ↗
12 Sept 2015
Inflation - too much uncertainty to make judgments?original ↗
12 Sept 2015
Inflation - too much uncertainty to make judgments?original ↗
12 Sept 2015
High yield bonds - spreads move to average but tailwinds increasingoriginal ↗
12 Sept 2015
High yield bonds - spreads move to average but tailwinds increasingoriginal ↗
12 Sept 2015
VIX curve and volatility forecastsoriginal ↗
12 Sept 2015
VIX curve and volatility forecastsoriginal ↗
12 Sept 2015
Previous Next