The Epsilon Theory Archive

“History doesn’t repeat itself, but it often rhymes.” Mark Twain said that, or Abraham Lincoln depending on what corner of the internet you find yourself on any given day. Likewise, there are common themes, topics and subjects that run throughout the Epsilon Theory archive. All of our writing is categorized, tagged and organized to be easily accessible, but beware: your search for truth on one matter may very well lead you down any number of rabbit holes (and we hope that it does).

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Volatility among stocks is declining, supporting a better case for stocks. Read more »

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Correlations among U.S. and emerging market stocks continue to rise, but energy commodities and foreign developed stocks buck that trend. Read more »

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Momentum is improving for all stock asset classes and energy commodities. Read more »

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The 10-year Treasury closed the week at 2.97%. Read more »

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Overall market risk remains elevated, but is declining among foreign developed stocks. Read more »

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Correlations remain low in foreign developed stocks and energy commodities. Read more »

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Short-term momentum continues for foreign developed stocks and energy commodities. Read more »

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The 10-year Treasury rate ended the week at 2.94%. Read more »

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Volatility is beginning to decline for equities, most notable for foreign developed markets.  Read more »

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Correlations among equities is rising, likely signaling a reboot of the reflation theme that drove the market through much of 2017. Read more »

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