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.

Thursday, November 21, 2024

The Discovering Markets Hypothesis - Worth a close look to add to our thinking of market dynamics

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There are alternative views on how markets operate that are different from the efficient markets hypothesis which has taken a beating sinc...

The wild card for bond yields - the term premium

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Treasury yield have moved higher while the Fed has lowered interest rates. This was not supped to happen. The question now is determining ...

Trend-following with industry groups - It works

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In the paper, "A Century of Profitable Industry Trends" the authors explore long-only trend following for a 48 industry portfol...

Friday, November 15, 2024

There is no equity risk premium!

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There are several ways of measuring the equity risk premium. The above chart is a simple approach, and it shows the premium is at levels not...

Wednesday, November 13, 2024

Replicating trend-following beta is achievable

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Trend-following strategies have proved to add significant value to a portfolio, but there is a problem - what model or managers should I u...

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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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