41554 blogs · [ { "id": "01a0bbda-5bf4-72c4-b1ef-4befc9f75011", "title": "Trend-following returns during S&P 500 drawdowns are not all the same", "url": "https://mrzepczynski.blogspot.com/2025/05/trend-following-returns-during-s-500.html", "published_at": "2025-05-23T14:54:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf68d9e9b", "title": "Trend-following returns during S&P 500 drawdowns are not all the same", "url": "http://mrzepczynski.blogspot.com/2025/05/trend-following-returns-during-s-500.html", "published_at": "2025-05-23T14:54:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befca758a6c", "title": "Trend-follower dispersion in return performance", "url": "https://mrzepczynski.blogspot.com/2025/05/trend-follower-dispersion-in-return.html", "published_at": "2025-05-23T14:21:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf77443a6", "title": "Trend-follower dispersion in return performance", "url": "http://mrzepczynski.blogspot.com/2025/05/trend-follower-dispersion-in-return.html", "published_at": "2025-05-23T14:21:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcb23fd78", "title": "Get your financial stylized facts right - The Bayesian foundation for empricial finance", "url": "https://mrzepczynski.blogspot.com/2025/05/get-your-financial-stylized-facts-right.html", "published_at": "2025-05-22T20:47:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf793d647", "title": "Get your financial stylized facts right - The Bayesian foundation for empricial finance", "url": "http://mrzepczynski.blogspot.com/2025/05/get-your-financial-stylized-facts-right.html", "published_at": "2025-05-22T20:47:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcb4e1282", "title": "Co-occurrence versus correlation- Still learning about diversification", "url": "https://mrzepczynski.blogspot.com/2025/05/co-occurrence-versus-correlation-still.html", "published_at": "2025-05-13T20:56:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf79bf9ce", "title": "Co-occurrence versus correlation- Still learning about diversification", "url": "http://mrzepczynski.blogspot.com/2025/05/co-occurrence-versus-correlation-still.html", "published_at": "2025-05-13T20:56:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcb51123f", "title": "Evaluating trading strategies - Harder than you think", "url": "https://mrzepczynski.blogspot.com/2019/10/evaluating-trading-strategies-harder.html", "published_at": "2025-05-13T19:52:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf88f69ea", "title": "Evaluating trading strategies - Harder than you think", "url": "http://mrzepczynski.blogspot.com/2019/10/evaluating-trading-strategies-harder.html", "published_at": "2025-05-13T19:52:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcbdfbf45", "title": "Sharpe on thinking about risk", "url": "https://mrzepczynski.blogspot.com/2025/05/sharpe-on-thinking-about-risk.html", "published_at": "2025-05-11T15:10:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf920086f", "title": "Sharpe on thinking about risk", "url": "http://mrzepczynski.blogspot.com/2025/05/sharpe-on-thinking-about-risk.html", "published_at": "2025-05-11T15:10:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcc7103d5", "title": "Hofstadter's Law - applies to macro events", "url": "https://mrzepczynski.blogspot.com/2025/05/hofstadters-law-applies-to-macro-events.html", "published_at": "2025-05-10T16:45:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cf9e0a1e8", "title": "Hofstadter's Law - applies to macro events", "url": "http://mrzepczynski.blogspot.com/2025/05/hofstadters-law-applies-to-macro-events.html", "published_at": "2025-05-10T16:45:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcd015d94", "title": "What is on risk radar for family offices?", "url": "https://mrzepczynski.blogspot.com/2025/05/what-is-on-risk-radar-for-family-offices.html", "published_at": "2025-05-08T18:25:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cfaaa80ca", "title": "What is on risk radar for family offices?", "url": "http://mrzepczynski.blogspot.com/2025/05/what-is-on-risk-radar-for-family-offices.html", "published_at": "2025-05-08T18:25:00+00:00" }, { "id": "01a0bbda-5bf4-72c4-b1ef-4befcd17ca14", "title": "Machine learinng and currency trading - still driven by momentum and carry", "url": "https://mrzepczynski.blogspot.com/2025/05/machine-learing-and-currency-trading.html", "published_at": "2025-05-07T21:42:00+00:00" }, { "id": "01a0bbda-65bc-7297-b3de-aa2cfb842120", "title": "Machine learinng and currency trading - still driven by momentum and carry", "url": "http://mrzepczynski.blogspot.com/2025/05/machine-learing-and-currency-trading.html", "published_at": "2025-05-07T21:42:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf3ca319b", "title": "Business and financial cycles are different but an important indicator", "url": "https://mrzepczynski.blogspot.com/2025/05/business-and-financial-cycles-are.html", "published_at": "2025-05-07T15:17:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c2c453bc", "title": "Business and financial cycles are different but an important indicator", "url": "http://mrzepczynski.blogspot.com/2025/05/business-and-financial-cycles-are.html", "published_at": "2025-05-07T15:17:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf3d6c1a3", "title": "A pivot to Europe requires an understanding of history", "url": "https://mrzepczynski.blogspot.com/2025/05/a-pivot-to-europe-requires.html", "published_at": "2025-05-07T14:42:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c340f2e5", "title": "A pivot to Europe requires an understanding of history", "url": "http://mrzepczynski.blogspot.com/2025/05/a-pivot-to-europe-requires.html", "published_at": "2025-05-07T14:42:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf4ac58a4", "title": "The future of the dollar today - there is a framework for this discussion", "url": "https://mrzepczynski.blogspot.com/2025/05/the-future-of-dollar-today-there-is.html", "published_at": "2025-05-05T19:15:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c37df471", "title": "The future of the dollar today - there is a framework for this discussion", "url": "http://mrzepczynski.blogspot.com/2025/05/the-future-of-dollar-today-there-is.html", "published_at": "2025-05-05T19:15:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf5611beb", "title": "Gold price increases tied to higher uncertainty", "url": "https://mrzepczynski.blogspot.com/2025/05/gold-price-increases-tied-to-higher.html", "published_at": "2025-05-04T18:49:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c3a53bf4", "title": "Gold price increases tied to higher uncertainty", "url": "http://mrzepczynski.blogspot.com/2025/05/gold-price-increases-tied-to-higher.html", "published_at": "2025-05-04T18:49:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf64b0bc4", "title": "Relative uncertainty impacts safe asset demand", "url": "https://mrzepczynski.blogspot.com/2025/05/relative-uncertainty-impacts-safe-asset.html", "published_at": "2025-05-04T18:47:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c4325634", "title": "Relative uncertainty impacts safe asset demand", "url": "http://mrzepczynski.blogspot.com/2025/05/relative-uncertainty-impacts-safe-asset.html", "published_at": "2025-05-04T18:47:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf6d58d96", "title": "Living in an uncertain world - All policy uncertainty indices point in the same direction", "url": "https://mrzepczynski.blogspot.com/2025/05/living-in-uncertain-world-all-policy.html", "published_at": "2025-05-04T18:30:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c52bf34a", "title": "Living in an uncertain world - All policy uncertainty indices point in the same direction", "url": "http://mrzepczynski.blogspot.com/2025/05/living-in-uncertain-world-all-policy.html", "published_at": "2025-05-04T18:30:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf747f40c", "title": "Cropland decline - A future concern", "url": "https://mrzepczynski.blogspot.com/2025/05/cropland-decline-future-concern.html", "published_at": "2025-05-04T17:54:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c5e040c0", "title": "Cropland decline - A future concern", "url": "http://mrzepczynski.blogspot.com/2025/05/cropland-decline-future-concern.html", "published_at": "2025-05-04T17:54:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf7c464d6", "title": "Dollar during a crisis - The tariff issue is different", "url": "https://mrzepczynski.blogspot.com/2025/05/dollar-during-crisis-tariff-issue-is.html", "published_at": "2025-05-04T17:46:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c5f67305", "title": "Dollar during a crisis - The tariff issue is different", "url": "http://mrzepczynski.blogspot.com/2025/05/dollar-during-crisis-tariff-issue-is.html", "published_at": "2025-05-04T17:46:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf7f58dfb", "title": "Trump - The long gamma presidency", "url": "https://mrzepczynski.blogspot.com/2025/05/trump-long-gamma-presidency.html", "published_at": "2025-05-03T18:28:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c6001b66", "title": "Trump - The long gamma presidency", "url": "http://mrzepczynski.blogspot.com/2025/05/trump-long-gamma-presidency.html", "published_at": "2025-05-03T18:28:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf8cd8c78", "title": "VIX history and market crashes - the connection", "url": "https://mrzepczynski.blogspot.com/2025/05/vix-history-and-market-crashes.html", "published_at": "2025-05-03T18:17:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c610319d", "title": "VIX history and market crashes - the connection", "url": "http://mrzepczynski.blogspot.com/2025/05/vix-history-and-market-crashes.html", "published_at": "2025-05-03T18:17:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf978c13c", "title": "Gold prices are now all about political uncertainty", "url": "https://mrzepczynski.blogspot.com/2025/04/gold-prices-are-now-all-about-political.html", "published_at": "2025-04-27T20:19:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c66c6004", "title": "Gold prices are now all about political uncertainty", "url": "http://mrzepczynski.blogspot.com/2025/04/gold-prices-are-now-all-about-political.html", "published_at": "2025-04-27T20:19:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cf9e1bf21", "title": "Words of trading advice from Larry McCarthy", "url": "https://mrzepczynski.blogspot.com/2025/04/words-of-trading-advice-from-larry.html", "published_at": "2025-04-27T20:08:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c7671dd9", "title": "Words of trading advice from Larry McCarthy", "url": "http://mrzepczynski.blogspot.com/2025/04/words-of-trading-advice-from-larry.html", "published_at": "2025-04-27T20:08:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfa21be3c", "title": "Adrian Day's six investing signs to watch", "url": "https://mrzepczynski.blogspot.com/2025/04/adrian-days-six-investing-signs-to-watch.html", "published_at": "2025-04-27T19:59:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c7abf137", "title": "Adrian Day's six investing signs to watch", "url": "http://mrzepczynski.blogspot.com/2025/04/adrian-days-six-investing-signs-to-watch.html", "published_at": "2025-04-27T19:59:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfb124361", "title": "The explosion in housing wealth - what does it mean?", "url": "https://mrzepczynski.blogspot.com/2025/04/the-explosion-in-housing-wealth-what.html", "published_at": "2025-04-26T15:08:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c80e7924", "title": "The explosion in housing wealth - what does it mean?", "url": "http://mrzepczynski.blogspot.com/2025/04/the-explosion-in-housing-wealth-what.html", "published_at": "2025-04-26T15:08:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfbbadaf5", "title": "Dollar and bonds going in different directions", "url": "https://mrzepczynski.blogspot.com/2025/04/dollar-and-bond-going-in-different.html", "published_at": "2025-04-26T15:01:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c90c4ad8", "title": "Dollar and bonds going in different directions", "url": "http://mrzepczynski.blogspot.com/2025/04/dollar-and-bond-going-in-different.html", "published_at": "2025-04-26T15:01:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfc1ae186", "title": "The current credit crunch", "url": "https://mrzepczynski.blogspot.com/2025/04/the-current-credit-crunch.html", "published_at": "2025-04-26T14:56:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c9d482b7", "title": "The current credit crunch", "url": "http://mrzepczynski.blogspot.com/2025/04/the-current-credit-crunch.html", "published_at": "2025-04-26T14:56:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfc7fdb0d", "title": "GDP forecast and expectations all point in the same direction - down", "url": "https://mrzepczynski.blogspot.com/2025/04/gdp-forecast-and-expectations-all-point.html", "published_at": "2025-04-26T14:52:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8c9e39ca6", "title": "GDP forecast and expectations all point in the same direction - down", "url": "http://mrzepczynski.blogspot.com/2025/04/gdp-forecast-and-expectations-all-point.html", "published_at": "2025-04-26T14:52:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfcf8ca1b", "title": "Factor investing - The 3 P's framework", "url": "https://mrzepczynski.blogspot.com/2025/04/factor-invetsing-3-ps-framework.html", "published_at": "2025-04-19T21:45:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cac7a208", "title": "Factor investing - The 3 P's framework", "url": "http://mrzepczynski.blogspot.com/2025/04/factor-invetsing-3-ps-framework.html", "published_at": "2025-04-19T21:45:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfd727ea6", "title": "The Fed - there is no dissent and that is not good", "url": "https://mrzepczynski.blogspot.com/2025/04/the-fed-there-is-no-dissent-and-that-is.html", "published_at": "2025-04-19T21:24:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cb23ce94", "title": "The Fed - there is no dissent and that is not good", "url": "http://mrzepczynski.blogspot.com/2025/04/the-fed-there-is-no-dissent-and-that-is.html", "published_at": "2025-04-19T21:24:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfe0e7ac2", "title": "The types of hedge fund edges", "url": "https://mrzepczynski.blogspot.com/2025/04/the-types-of-hedge-fund-edges.html", "published_at": "2025-04-18T22:15:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cb68fd12", "title": "The types of hedge fund edges", "url": "http://mrzepczynski.blogspot.com/2025/04/the-types-of-hedge-fund-edges.html", "published_at": "2025-04-18T22:15:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cfe7042e7", "title": "Supply chain globalization - a complex system", "url": "https://mrzepczynski.blogspot.com/2025/04/supply-chain-globalization-complex.html", "published_at": "2025-04-18T13:11:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cc2f6818", "title": "Supply chain globalization - a complex system", "url": "http://mrzepczynski.blogspot.com/2025/04/supply-chain-globalization-complex.html", "published_at": "2025-04-18T13:11:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cff2a2b1e", "title": "Trend-following smiles and frowns basedon time horizons", "url": "https://mrzepczynski.blogspot.com/2025/04/trend-follwing-smiles-and-frowns.html", "published_at": "2025-04-16T14:09:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cc7f833f", "title": "Trend-following smiles and frowns basedon time horizons", "url": "http://mrzepczynski.blogspot.com/2025/04/trend-follwing-smiles-and-frowns.html", "published_at": "2025-04-16T14:09:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724cffe2960b", "title": "The changing global trade mix - World trade is different", "url": "https://mrzepczynski.blogspot.com/2025/04/the-changing-global-trade-mix-world.html", "published_at": "2025-04-16T14:00:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cd77673a", "title": "The changing global trade mix - World trade is different", "url": "http://mrzepczynski.blogspot.com/2025/04/the-changing-global-trade-mix-world.html", "published_at": "2025-04-16T14:00:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724d008babac", "title": "Tariffs as discriminatory taxes", "url": "https://mrzepczynski.blogspot.com/2025/04/tariffs-as-discriminatory-taxes.html", "published_at": "2025-04-15T13:23:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8ce3b45d9", "title": "Tariffs as discriminatory taxes", "url": "http://mrzepczynski.blogspot.com/2025/04/tariffs-as-discriminatory-taxes.html", "published_at": "2025-04-15T13:23:00+00:00" }, { "id": "01a0bbde-0089-7297-b90f-724d00efe811", "title": "Vibe or math driven markets", "url": "https://mrzepczynski.blogspot.com/2025/04/vibe-or-math-driven-markets.html", "published_at": "2025-04-15T13:10:00+00:00" }, { "id": "01a0bbde-0c5c-7272-9a1e-50b8cf1afa55", "title": "Vibe or math driven markets", "url": "http://mrzepczynski.blogspot.com/2025/04/vibe-or-math-driven-markets.html", "published_at": "2025-04-15T13:10:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb174ef8ec18", "title": "Rodrik and the contradiction between globalization and sovereignty", "url": "https://mrzepczynski.blogspot.com/2025/04/rodrik-and-contradiction-between.html", "published_at": "2025-04-15T12:59:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368ad09912", "title": "Rodrik and the contradiction between globalization and sovereignty", "url": "http://mrzepczynski.blogspot.com/2025/04/rodrik-and-contradiction-between.html", "published_at": "2025-04-15T12:59:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb174f12b2db", "title": "Treasury trades and liquidty", "url": "https://mrzepczynski.blogspot.com/2025/04/treasury-trades-and-liquidty.html", "published_at": "2025-04-13T15:36:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368b217674", "title": "Treasury trades and liquidty", "url": "http://mrzepczynski.blogspot.com/2025/04/treasury-trades-and-liquidty.html", "published_at": "2025-04-13T15:36:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb174ff64faf", "title": "The four eras of trade? Douglas Irwin's view", "url": "https://mrzepczynski.blogspot.com/2025/04/the-four-eras-of-trade-douglas-irwins.html", "published_at": "2025-04-13T15:16:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368b61f1db", "title": "The four eras of trade? Douglas Irwin's view", "url": "http://mrzepczynski.blogspot.com/2025/04/the-four-eras-of-trade-douglas-irwins.html", "published_at": "2025-04-13T15:16:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1750964852", "title": "Forget the bond market - look at bonds", "url": "https://mrzepczynski.blogspot.com/2025/04/forget-bond-market-look-at-bonds.html", "published_at": "2025-04-12T15:06:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368ba74b1e", "title": "Forget the bond market - look at bonds", "url": "http://mrzepczynski.blogspot.com/2025/04/forget-bond-market-look-at-bonds.html", "published_at": "2025-04-12T15:06:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb175107bc41", "title": "Markets are \"yippy\" ... the word of the week", "url": "https://mrzepczynski.blogspot.com/2025/04/markets-are-yippy-word-of-week.html", "published_at": "2025-04-12T14:49:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368c771ed0", "title": "Markets are \"yippy\" ... the word of the week", "url": "http://mrzepczynski.blogspot.com/2025/04/markets-are-yippy-word-of-week.html", "published_at": "2025-04-12T14:49:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1751f8446d", "title": "The Kindleberger trap and today", "url": "https://mrzepczynski.blogspot.com/2025/04/the-kindleberger-trap-and-today.html", "published_at": "2025-04-10T14:46:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368d06b905", "title": "The Kindleberger trap and today", "url": "http://mrzepczynski.blogspot.com/2025/04/the-kindleberger-trap-and-today.html", "published_at": "2025-04-10T14:46:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1752eb75bb", "title": "The stock market - It is not your normal distribution", "url": "https://mrzepczynski.blogspot.com/2025/04/the-stock-market-it-is-not-your-normal.html", "published_at": "2025-04-10T14:36:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368d35b79e", "title": "The stock market - It is not your normal distribution", "url": "http://mrzepczynski.blogspot.com/2025/04/the-stock-market-it-is-not-your-normal.html", "published_at": "2025-04-10T14:36:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1753763450", "title": "Weak and strong hedge asset; weak and strong safe assets - A definition", "url": "https://mrzepczynski.blogspot.com/2025/04/weak-and-strong-hedge-asset-weak-and.html", "published_at": "2025-04-08T13:21:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368d3ab3a8", "title": "Weak and strong hedge asset; weak and strong safe assets - A definition", "url": "http://mrzepczynski.blogspot.com/2025/04/weak-and-strong-hedge-asset-weak-and.html", "published_at": "2025-04-08T13:21:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1754670f24", "title": "Kindleberger would not be happy with Trump", "url": "https://mrzepczynski.blogspot.com/2025/04/kindleberger-would-not-be-happy-with.html", "published_at": "2025-04-08T13:15:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368e30cc5b", "title": "Kindleberger would not be happy with Trump", "url": "http://mrzepczynski.blogspot.com/2025/04/kindleberger-would-not-be-happy-with.html", "published_at": "2025-04-08T13:15:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1755354f68", "title": "Holy Grail and trend-following", "url": "https://mrzepczynski.blogspot.com/2025/04/holy-grail-and-trend-following.html", "published_at": "2025-04-03T20:44:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368e5f4e63", "title": "Holy Grail and trend-following", "url": "http://mrzepczynski.blogspot.com/2025/04/holy-grail-and-trend-following.html", "published_at": "2025-04-03T20:44:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb175591314a", "title": "Currency factors as cluster approach", "url": "https://mrzepczynski.blogspot.com/2025/04/currency-factors-as-cluster-approach.html", "published_at": "2025-04-03T20:04:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368ed5f150", "title": "Currency factors as cluster approach", "url": "http://mrzepczynski.blogspot.com/2025/04/currency-factors-as-cluster-approach.html", "published_at": "2025-04-03T20:04:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb17566792d8", "title": "There are limits to the value from a crowd of economists", "url": "https://mrzepczynski.blogspot.com/2025/04/there-are-limits-to-value-from-crowd-of.html", "published_at": "2025-04-02T21:52:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368f2ac75b", "title": "There are limits to the value from a crowd of economists", "url": "http://mrzepczynski.blogspot.com/2025/04/there-are-limits-to-value-from-crowd-of.html", "published_at": "2025-04-02T21:52:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb17568d7638", "title": "Robo-advisors - keep the rules simple", "url": "https://mrzepczynski.blogspot.com/2025/04/robo-advisors-keep-rules-simple.html", "published_at": "2025-04-02T21:26:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-83368fb48264", "title": "Robo-advisors - keep the rules simple", "url": "http://mrzepczynski.blogspot.com/2025/04/robo-advisors-keep-rules-simple.html", "published_at": "2025-04-02T21:26:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb17572d76f7", "title": "Data as a hedge fund edge", "url": "https://mrzepczynski.blogspot.com/2025/03/data-as-hedge-fund-edge.html", "published_at": "2025-03-31T18:04:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-8336906d7214", "title": "Data as a hedge fund edge", "url": "http://mrzepczynski.blogspot.com/2025/03/data-as-hedge-fund-edge.html", "published_at": "2025-03-31T18:04:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb175807be94", "title": "Time is a scarce resource", "url": "https://mrzepczynski.blogspot.com/2025/03/time-is-scarce-resource.html", "published_at": "2025-03-31T12:30:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-8336913d5744", "title": "Time is a scarce resource", "url": "http://mrzepczynski.blogspot.com/2025/03/time-is-scarce-resource.html", "published_at": "2025-03-31T12:30:00+00:00" }, { "id": "01a0bbe1-6015-7116-88c8-eb1758809829", "title": "Managed futures and portfolio construction - A good way of seeing value", "url": "https://mrzepczynski.blogspot.com/2025/03/managed-futures-and-portfolio.html", "published_at": "2025-03-27T15:36:00+00:00" }, { "id": "01a0bbe1-6b11-715d-b72e-8336921ad2d9", "title": "Managed futures and portfolio construction - A good way of seeing value", "url": "http://mrzepczynski.blogspot.com/2025/03/managed-futures-and-portfolio.html", "published_at": "2025-03-27T15:36:00+00:00" } ] posts Claim your blog

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Mark Rzepczynski

mrzepczynski.blogspot.com

2025

Trend-following returns during S&P 500 drawdowns are not all the same original ↗

23 May 2025

Trend-following returns during S&P 500 drawdowns are not all the same original ↗

23 May 2025

Trend-follower dispersion in return performance original ↗

23 May 2025

Trend-follower dispersion in return performance original ↗

23 May 2025

Get your financial stylized facts right - The Bayesian foundation for empricial finance original ↗

22 May 2025

Get your financial stylized facts right - The Bayesian foundation for empricial finance original ↗

22 May 2025

Co-occurrence versus correlation- Still learning about diversification original ↗

13 May 2025

Co-occurrence versus correlation- Still learning about diversification original ↗

13 May 2025

Evaluating trading strategies - Harder than you think original ↗

13 May 2025

Evaluating trading strategies - Harder than you think original ↗

13 May 2025

Sharpe on thinking about risk original ↗

11 May 2025

Sharpe on thinking about risk original ↗

11 May 2025

Hofstadter's Law - applies to macro events original ↗

10 May 2025

Hofstadter's Law - applies to macro events original ↗

10 May 2025

What is on risk radar for family offices?original ↗

8 May 2025

What is on risk radar for family offices?original ↗

8 May 2025

Machine learinng and currency trading - still driven by momentum and carry original ↗

7 May 2025

Machine learinng and currency trading - still driven by momentum and carry original ↗

7 May 2025

Business and financial cycles are different but an important indicator original ↗

7 May 2025

Business and financial cycles are different but an important indicator original ↗

7 May 2025

A pivot to Europe requires an understanding of history original ↗

7 May 2025

A pivot to Europe requires an understanding of history original ↗

7 May 2025

The future of the dollar today - there is a framework for this discussion original ↗

5 May 2025

The future of the dollar today - there is a framework for this discussion original ↗

5 May 2025

Gold price increases tied to higher uncertainty original ↗

4 May 2025

Gold price increases tied to higher uncertainty original ↗

4 May 2025

Relative uncertainty impacts safe asset demand original ↗

4 May 2025

Relative uncertainty impacts safe asset demand original ↗

4 May 2025

Living in an uncertain world - All policy uncertainty indices point in the same direction original ↗

4 May 2025

Living in an uncertain world - All policy uncertainty indices point in the same direction original ↗

4 May 2025

Cropland decline - A future concern original ↗

4 May 2025

Cropland decline - A future concern original ↗

4 May 2025

Dollar during a crisis - The tariff issue is different original ↗

4 May 2025

Dollar during a crisis - The tariff issue is different original ↗

4 May 2025

Trump - The long gamma presidency original ↗

3 May 2025

Trump - The long gamma presidency original ↗

3 May 2025

VIX history and market crashes - the connection original ↗

3 May 2025

VIX history and market crashes - the connection original ↗

3 May 2025

Gold prices are now all about political uncertainty original ↗

27 Apr 2025

Gold prices are now all about political uncertainty original ↗

27 Apr 2025

Words of trading advice from Larry McCarthy original ↗

27 Apr 2025

Words of trading advice from Larry McCarthy original ↗

27 Apr 2025

Adrian Day's six investing signs to watch original ↗

27 Apr 2025

Adrian Day's six investing signs to watch original ↗

27 Apr 2025

The explosion in housing wealth - what does it mean?original ↗

26 Apr 2025

The explosion in housing wealth - what does it mean?original ↗

26 Apr 2025

Dollar and bonds going in different directions original ↗

26 Apr 2025

Dollar and bonds going in different directions original ↗

26 Apr 2025

The current credit crunch original ↗

26 Apr 2025

The current credit crunch original ↗

26 Apr 2025

GDP forecast and expectations all point in the same direction - down original ↗

26 Apr 2025

GDP forecast and expectations all point in the same direction - down original ↗

26 Apr 2025

Factor investing - The 3 P's framework original ↗

19 Apr 2025

Factor investing - The 3 P's framework original ↗

19 Apr 2025

The Fed - there is no dissent and that is not good original ↗

19 Apr 2025

The Fed - there is no dissent and that is not good original ↗

19 Apr 2025

The types of hedge fund edges original ↗

18 Apr 2025

The types of hedge fund edges original ↗

18 Apr 2025

Supply chain globalization - a complex system original ↗

18 Apr 2025

Supply chain globalization - a complex system original ↗

18 Apr 2025

Trend-following smiles and frowns basedon time horizons original ↗

16 Apr 2025

Trend-following smiles and frowns basedon time horizons original ↗

16 Apr 2025

The changing global trade mix - World trade is different original ↗

16 Apr 2025

The changing global trade mix - World trade is different original ↗

16 Apr 2025

Tariffs as discriminatory taxes original ↗

15 Apr 2025

Tariffs as discriminatory taxes original ↗

15 Apr 2025

Vibe or math driven markets original ↗

15 Apr 2025

Vibe or math driven markets original ↗

15 Apr 2025

Rodrik and the contradiction between globalization and sovereignty original ↗

15 Apr 2025

Rodrik and the contradiction between globalization and sovereignty original ↗

15 Apr 2025

Treasury trades and liquidty original ↗

13 Apr 2025

Treasury trades and liquidty original ↗

13 Apr 2025

The four eras of trade? Douglas Irwin's view original ↗

13 Apr 2025

The four eras of trade? Douglas Irwin's view original ↗

13 Apr 2025

Forget the bond market - look at bonds original ↗

12 Apr 2025

Forget the bond market - look at bonds original ↗

12 Apr 2025

Markets are "yippy" ... the word of the week original ↗

12 Apr 2025

Markets are "yippy" ... the word of the week original ↗

12 Apr 2025

The Kindleberger trap and today original ↗

10 Apr 2025

The Kindleberger trap and today original ↗

10 Apr 2025

The stock market - It is not your normal distribution original ↗

10 Apr 2025

The stock market - It is not your normal distribution original ↗

10 Apr 2025

Weak and strong hedge asset; weak and strong safe assets - A definition original ↗

8 Apr 2025

Weak and strong hedge asset; weak and strong safe assets - A definition original ↗

8 Apr 2025

Kindleberger would not be happy with Trump original ↗

8 Apr 2025

Kindleberger would not be happy with Trump original ↗

8 Apr 2025

Holy Grail and trend-following original ↗

3 Apr 2025

Holy Grail and trend-following original ↗

3 Apr 2025

Currency factors as cluster approach original ↗

3 Apr 2025

Currency factors as cluster approach original ↗

3 Apr 2025

There are limits to the value from a crowd of economists original ↗

2 Apr 2025

There are limits to the value from a crowd of economists original ↗

2 Apr 2025

Robo-advisors - keep the rules simple original ↗

2 Apr 2025

Robo-advisors - keep the rules simple original ↗

2 Apr 2025

Data as a hedge fund edge original ↗

31 Mar 2025

Data as a hedge fund edge original ↗

31 Mar 2025

Time is a scarce resource original ↗

31 Mar 2025

Time is a scarce resource original ↗

31 Mar 2025

Managed futures and portfolio construction - A good way of seeing value original ↗

27 Mar 2025

Managed futures and portfolio construction - A good way of seeing value original ↗

27 Mar 2025