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.

Monday, November 27, 2023

Bond trading volume exploding in anticipation of a big change?

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We have seen a near-term positive reversal for TLT, the long bond ETF, but what is surprising is the large increase in trading volume in Oct...

Sunday, November 26, 2023

So where is the recession? The PMI and LEI say watch-out

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There are two classic leading indicators for recession from real economic data. One, the NAPM PMI reading suggests a recession and/or a sign...

Thursday, November 23, 2023

Measure the direction of stocks and you can create value

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Sometimes simple is the best approach to generating returns. Forget complex models and just focus on the direction of markets. In the paper ...

Alternative risk premium - Offers diversification if you pick the right mix

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Alternative risk premia (ARP) strategies can be divided into offensive and defensive categories. The offensive strategies will perform bet...

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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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