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, April 25, 2026

Trading with signal and price impact uncertainty

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  When you want to make your model practical, you have to look at signal uncertainty and price impact. If you use any model, your one-step-a...

Expectation Bias and short-term Momentum

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  Machine learning can be used to predict analyst forecast errors. These forecast errors can predict cross-sectional returns and abnormal re...

Attention versus earnings and momentum

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  One area of increasing research is the attention that is given to a specific market. Investors cannot follow everything, so there are diff...

Multi-agent LLM systems for profit

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  LLM can be used to develop autonomous trading systems. The key is to have agents mimic the workflow within a multi-agent trading framework...
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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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