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Mark Rzepczynski
mrzepczynski.blogspot.com
2015
Money market funds and WAM dispersion - signal of uncertainty
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11 Sept 2015
Money market funds and WAM dispersion - signal of uncertainty
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11 Sept 2015
Hedge fund performance - size matters in a crisis
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11 Sept 2015
Hedge fund performance - size matters in a crisis
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11 Sept 2015
Global themes in one page for September
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8 Sept 2015
Global themes in one page for September
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8 Sept 2015
Systematic global macro August performance
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7 Sept 2015
Systematic global macro August performance
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7 Sept 2015
Basel III and futures clearing - costs are going up
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7 Sept 2015
Basel III and futures clearing - costs are going up
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7 Sept 2015
High and low frequency return comparisons - this can be a shocker
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7 Sept 2015
High and low frequency return comparisons - this can be a shocker
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7 Sept 2015
Central bank liquidity is still the name of game - an uncertain game
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7 Sept 2015
Central bank liquidity is still the name of game - an uncertain game
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7 Sept 2015
Treasury illiquidity and price of asymmetric information
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29 Aug 2015
Treasury illiquidity and price of asymmetric information
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29 Aug 2015
Hedge fund industry in transition - not about performance
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29 Aug 2015
Hedge fund industry in transition - not about performance
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29 Aug 2015
Self-control and due diligence - Can traders control their urges?
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28 Aug 2015
Self-control and due diligence - Can traders control their urges?
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28 Aug 2015
Flash crashes create liquidity fear
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28 Aug 2015
Flash crashes create liquidity fear
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28 Aug 2015
The ETF liquidity problem - this is big and getting bigger
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26 Aug 2015
The ETF liquidity problem - this is big and getting bigger
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26 Aug 2015
Treasury dealers - no appetite for market-making
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26 Aug 2015
Treasury dealers - no appetite for market-making
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26 Aug 2015
Put option as portfolio insurance - perhaps not the right choice
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26 Aug 2015
Put option as portfolio insurance - perhaps not the right choice
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26 Aug 2015
Put protection can be expensive - a problem of supply constraint
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26 Aug 2015
Put protection can be expensive - a problem of supply constraint
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26 Aug 2015
The Fed crossing the River Styx to normalcy
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25 Aug 2015
The Fed crossing the River Styx to normalcy
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25 Aug 2015
Risk themes as we end the summer - China and more China
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24 Aug 2015
Risk themes as we end the summer - China and more China
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24 Aug 2015
Developed and EM equity risk premiums - current results should not surprise
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24 Aug 2015
Developed and EM equity risk premiums - current results should not surprise
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24 Aug 2015
When in doubt, go to safety
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23 Aug 2015
When in doubt, go to safety
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23 Aug 2015
FX carry trades - failure during rate transition
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21 Aug 2015
FX carry trades - failure during rate transition
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21 Aug 2015
Objective-oriented money management - the shifting power to pensions
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21 Aug 2015
Objective-oriented money management - the shifting power to pensions
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21 Aug 2015
OPEC, cost of production, and continued oil overproduction
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20 Aug 2015
OPEC, cost of production, and continued oil overproduction
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20 Aug 2015
No Fed firepower - the big future concern
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19 Aug 2015
No Fed firepower - the big future concern
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19 Aug 2015
Treasury liquidity -There is an issue of illiquidity risk
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19 Aug 2015
Treasury liquidity -There is an issue of illiquidity risk
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19 Aug 2015
All hedge funds are not created equal so pick carefully
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17 Aug 2015
All hedge funds are not created equal so pick carefully
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17 Aug 2015
Value from hedge funds - convexity! - Unfortunately, many don't have it
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17 Aug 2015
Value from hedge funds - convexity! - Unfortunately, many don't have it
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17 Aug 2015
Smart beta and ETF's - picking up followers at a fast pace
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15 Aug 2015
Smart beta and ETF's - picking up followers at a fast pace
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15 Aug 2015
Enterprise and speculation - there is a need for balance
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15 Aug 2015
Enterprise and speculation - there is a need for balance
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15 Aug 2015
Interest rates expectations and surveys - all over the place-
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15 Aug 2015
Interest rates expectations and surveys - all over the place-
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15 Aug 2015
The magic number 4, short-term memory, and trading
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14 Aug 2015
The magic number 4, short-term memory, and trading
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14 Aug 2015
Difference between systematic and systemic risks
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14 Aug 2015
Difference between systematic and systemic risks
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14 Aug 2015
Trend and carry as a core FX strategy
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13 Aug 2015
Trend and carry as a core FX strategy
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13 Aug 2015
The changing current and capital account of China
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13 Aug 2015
The changing current and capital account of China
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13 Aug 2015
The OODA loop - A simple approach for how traders should behave
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11 Aug 2015
The OODA loop - A simple approach for how traders should behave
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11 Aug 2015
Should a pension hold commodities?
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10 Aug 2015
Should a pension hold commodities?
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10 Aug 2015
Norges Bank Investment Management view of exchanges - a call for change
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10 Aug 2015
Norges Bank Investment Management view of exchanges - a call for change
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10 Aug 2015
State Street Asset Management survey - Big changes and risks
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6 Aug 2015
State Street Asset Management survey - Big changes and risks
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6 Aug 2015
Global themes for August on one page
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5 Aug 2015
Global themes for August on one page
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5 Aug 2015
Low risk premiums - watch out
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5 Aug 2015
Low risk premiums - watch out
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5 Aug 2015
Labor costs and inflation - there is no link
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4 Aug 2015
Labor costs and inflation - there is no link
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4 Aug 2015
Smart versus alternative beta - who can define?
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3 Aug 2015
Smart versus alternative beta - who can define?
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3 Aug 2015
Countable data not always critical for management
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3 Aug 2015
Countable data not always critical for management
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3 Aug 2015
Risk parity - what is going on?
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2 Aug 2015
Risk parity - what is going on?
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2 Aug 2015
Thinking out of the box - managed futures firm risks
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31 Jul 2015
Thinking out of the box - managed futures firm risks
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31 Jul 2015
Chinese stocks and real estate - the back and forth of flows
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31 Jul 2015
Chinese stocks and real estate - the back and forth of flows
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31 Jul 2015
Simulations show value of managed futures
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31 Jul 2015
Simulations show value of managed futures
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31 Jul 2015
The stock-bond relationship and volatility
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28 Jul 2015
The stock-bond relationship and volatility
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28 Jul 2015
CTA's - What went wrong in the second quarter?
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26 Jul 2015
CTA's - What went wrong in the second quarter?
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26 Jul 2015
Predictable surprises and rate normalization - not clear what will happen
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25 Jul 2015
Predictable surprises and rate normalization - not clear what will happen
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25 Jul 2015
What does it take to have a contagion event?
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25 Jul 2015
What does it take to have a contagion event?
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25 Jul 2015
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