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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quant

Volatility

Long-term and short-term market volatility remains low across the board, signaling no immediate change in the market environment. Read more »

quant

Correlation

All markets seem to be reacting in concert to volatile interest rates. Read more »

quant

Momentum

There are a few signs of stress in the stock bull market as breadth is starting to wane. Read more »

quant

Volatility in the 10-year Treasury continued last week with a sharp swing higher in rates. Read more »

quant

Volatility

Volatility remains largely unchanged and still very low.  Read more »

quant

Correlations are increasing, indicating a strengthening macro theme. Read more »

quant

Momentum

Short-term momentum for stocks, especially EM stocks, continues to grow. Read more »

quant

The 10-year Treasury yield fell to 2.34% last week after breaking out of the trading range that has been in place since the end of the first quarter. Read more »

quant

Volatility

Volatility remains low and is largely unchanged from last week. Read more »

quant

Correlations are rising and near long-term levels, suggesting that the reflationary macro theme is reasserting itself. Read more »

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