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.

Sunday, August 7, 2022

Trend-following and inflation - It is all about the uncertainty

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Trend-following has been generating strong returns during this surge in inflation. This is not just a recent phenomenon. The data since 19...

Saturday, August 6, 2022

An alternative look at the growth problem - The Lewis-Mertens-Stock WEI index

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We have all heard that the two quarters of negative real growth is a recession. I like that estimate as a base for discussion, but the iss...

Friday, August 5, 2022

Output gap and the business cycle - A good simple measure

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A good way to look at where we are in the economy is to compare the real GDP against the real potential GDP. The difference between actual...

Wednesday, August 3, 2022

Sector rotation and the business cycle - Risks change with the business cycle regime

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A great July for many equity sectors does not change the reality that relative sector returns will be driven by the business cycle. Knowing ...

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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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