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.

Saturday, July 2, 2022

New NYFed Corporate Bond Distressed Index provides context for spread increases

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The NYFed has developed a new corporate bond distressed index and it provides some useful information on the tumult in credit markets. Mor...

Friday, July 1, 2022

Limited diversification across sectors and country indices

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There was no place to hide with the repricing of equity risk around the globe. The exception was China which was coming out of its spring ...

Major repricing of equity and bond markets during June

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There was no place to hide as assets repriced given the combination of higher inflation and threats of recession. Growth stocks did better ...

Thursday, June 30, 2022

Case-Shiller city price tiers - Low-end (cheaper) homes are riskier than high-end homes

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In an earlier post we presented housing price betas for 20 large US cities using the Case-Shiller home price index. (See Case-Shiller housi...

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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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