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.

Friday, March 8, 2024

Momentum works - for all sizes and all geographies

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  Asness (2014) quote on comparing momentum and value within large cap stocks: “Putting it starkly: in ...
Thursday, March 7, 2024

The appraisal ratio - another way of looking at risk

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The appraisal ratio is the alpha of an investment strategy divided by the unsystematic risk of the strategy relative to the benchmark. Take ...

What makes trading "bubbles " so difficult?

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A recurring theme has been looking at bubbles in financial markets, or to be more precise, significant moves in price that are greater or le...

Bubble Time - Perhaps if we look at history

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An interesting chart on the history of rolling returns asks the question - Are return extremes associated with the business cycle or bubbles...
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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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