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.

Wednesday, April 28, 2010

M2 rates declining

›

I am an old money supply guy. I was trained with a monetarist and watched the number closely in the 80's. Over last to decades, money wa...

PIGS get slaughtered by rating agencies

›

This week S&P downgraded: Spain to AA from AA+ and kept a negative outlook; Greece to BB+ from BBB+ (three notches) moving it to junk le...

Thursday, April 22, 2010

Potato or .... what is the right name for China's currency?

›

Renminbi is the name of China’s currency. Yuan is the unit in which prices are measured. This is similar to the distinction between sterling...

Monday, April 19, 2010

Term premium and volatility

›

There has usually been a nice relationship between the steepness of the yield curve and volatility. Call it a liquidity premium. Higher vola...

‹

›

Home

View web version

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.

View my complete profile