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, March 31, 2025

Data as a hedge fund edge

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“Simple models and a lot of data trump more elaborate models based on less data.... We don't have better algorithms; we just have more...

Time is a scarce resource

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Mr. Gilder noted, “The scarcest resource is time, which always becomes scarce as other things become abundant. It is human genius that trans...

Thursday, March 27, 2025

Managed futures and portfolio construction - A good way of seeing value

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The people at 3Fourteen Research of providing good simple analysis for the value of trend-following using modern portfolio with actual perf...

Trend-following, trading capacity, and diversification

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The folks at Quantica Capital have generated a provocative study called, "When trend-following hits capacity: A case study on commoditi...

Wednesday, March 26, 2025

CTA dispersion - Not an issue, now what

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Some have argued that trend-followers and CTAs have increased in dispersion because of differences in how to implement their strategies and ...

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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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