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.

Tuesday, August 31, 2021

Behavioral theories of factor risk premia - Hard to measure causes of under and overreaction

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Some of the most important risk premia are a result of investor market behavior and risk aversion and not just structural risk issues that r...

Sunday, August 29, 2021

Debt sustainability - this issue can again become important in the post-recovery period

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Debt levels have exploded around the global. The growth has been most dramatic in developed countries like the US, but this debt explosion h...

Words of Estimative Probability (WEP) - Words matter and poor precision leads to decision failures

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Conveying probabilities and uncertainty is difficult especially if numbers are not used. Word choice matters. Words have different meaning...

Sunday, August 22, 2021

Money, money everywhere but in the loan market

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With the Fed still buying $120 billion in Treasuries and mortgages every month, short rates still close to zero and real rates solidly negat...

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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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