Disciplined Systematic Global Macro Views

"Disciplined Systematic Global Macro Views" focuses on current economic and finance issues, changes in market structure and the hedge fund industry as well as how to be a better decision-maker in the global macro investment space.

Wednesday, June 18, 2025

Gold and central banks - Do what we do not what we say

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I thought at one time that central banks believed that gold was a "barbarous relic". Those times are long gone. The latest surve...

Monday, June 16, 2025

Market macrostructure matters

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I found a recent paper, "Market Macrostructure: Institutions and Asset Prices" , an interesting research piece that opens up new...

Sunday, June 15, 2025

Causal discovery and trading

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Causal discovery techniques can help any quantitative hedge fund, but may be especially helpful for enhancements to trend-following throug...

Choose your correlation carefully - Kendall's Tau

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Portfolio construction is fundamentally based on the correlation between assets. The lack of correlation creates diversification, yet limite...

Tuesday, June 10, 2025

The impact of narrative: The power of Fed speak

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We expect that the Fed speeches have an impact; however, the measure of their effect on equity and bonds has not been precise. A paper, ...

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About Me

Mark Rzepczynski: Mark has over 25 years of market experience on both the buy and sell side of the markets. He was formerly a professor of finance with a focus on futures, options, and speculative markets. He is looking to engage in a dialogue on global economic and finance issues to enhance our understanding of markets.

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