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.

Saturday, January 29, 2022

Machine learning, deep learning and creating an investment edge

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Learning to be smarter and run faster is a core part of the hedge fund business. Markets are fairly efficient, so there is always a desir...

The problem of "should" and "is" with investing

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"Market should do X, therefore I will do Y." "Market is doing X, therefore, I will do Z." One word separates the dif...

Thursday, January 27, 2022

Equity investing - It is all about the timing of cash flows

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Equity investing is all about cash flows - how large will they be, and when will they be coming. If you can get the guess on cash flow ri...

Tuesday, January 25, 2022

Yes, there is opportunity for macro trading with equities

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The macroeconomic regime matters. Regardless of style, if you tilt to industries that have historically had higher Sharpe ratios in differ...

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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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