Practical analysis for investment professionals

Mark S. Rzepczynski

22 Posts

Biography

Mark S. Rzepczynski is CEO of AMPHI Research and Trading in Boston.

Author's Posts
Book Review: Demographics Unravelled

Amlan Roy reviews how the study of population affects many of our core investment and policy decisions.

Book Review: How Novelty and Narratives Drive the Stock Market

This detailed stock market study attempts to extend Robert Shiller’s development of narrative economics.

Book Review: Boom and Bust

This book is an achievement not only for its historical detail but also for supplying a unifying framework that can be applied to any future bubble event.

Book Review: Algo Bots and the Law

Gregory Scopino provides a deeply detailed journey through the history of futures and derivative markets regulation.

Book Review: Machine Learning for Asset Managers

This short work will help readers appreciate the potential power of machine learning techniques.

Book Review: Achieving Investment Excellence

Achieving Investment Excellence is a comprehensive guide to the roles and responsibilities for trustees and board members.

Book Review: Financial Econometrics

Oliver Linton provides a good reference work for key financial econometric topics and extensions over the past 20 years.

Book Review: A Man for All Markets

A Man for All Markets is the autobiography of a man regarded by many as the father of quantitative finance. His story is one of a mathematician who moved from solving such casino games as blackjack to applying his skills to option pricing and statistical arbitrage. As he recounts his journey, he provides insights for all money managers on how to generate an edge and beat the markets through deep research.

Book Review: The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Leading econometricians address the issue of statistically identifying and measuring business cycle regimes and turning points. They provide a framework for modeling and predicting cyclical shifts. This work is relevant for investment managers interested in matching business cycle analysis with asset allocation decisions.

Book Review: Commodity Markets and the Global Economy

The author focuses on market dislocation issues that make commodities different from other asset classes, looking at the market’s dynamics through the four major forces that influence the commodity landscape. He examines long-term issues and takes the discussion of commodity markets beyond the typical focus on financial pricing models, emphasizing instead the larger competitive forces of supply and demand.



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