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, January 3, 2018

Strong upward momentum in metals with down moves in bonds and dollar - Good potential for the start of the year

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There were some trend surprises in markets near the end of the year; the upward price movement in both precious and base metals and the...

60/40 global blend tells a similar story to US - 2017 was exceptional - A normal year may be closer to 1/2 of the return

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The 60/40 stock/bond combination generated an exceptional year for many investors. Although a 60/40 combination is a simplified versio...

Tuesday, January 2, 2018

Managed futures up for month and positive for the year even in a risk-on world

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Much has been made about the value of managed futures during periods of market crisis, but there are also some other regularities that...

Sunday, December 31, 2017

Do you really want to live with a 60/40 allocation in 2018? - Follow the numbers and you will likely underperform

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Numbers and statistics are a funny thing. They usually don't lie and are not fake. You can misinterpret them, but numbers tell a s...

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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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