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

Overall price volatility for stocks remain low supporting the bullish setup seen in the momentum data.  Read more »

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Correlations moved higher over the week, we think this is likely indicating strength of macro events such as increased rates and increased pressure on inflation. Read more »

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Momentum

Short-term stock momentum is picking up, as in energy and metal commodities, while developed country bonds are slipping.  Read more »

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The 10-year Treasury closed the week at 2.47%, moving higher in the first week of trading. Read more »

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Volatility among stocks continues to step lower, a positive sign for future potential returns. Read more »

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Correlations fell over the past few weeks in nearly every asset class, however this may be a seasonal impact. Read more »

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Momentum

Long-term momentum for stocks is still positive across the board, but short-term momentum is still quite flat save for the U.S. Read more »

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The 10-year Treasury ended the year at 2.40%, far away from the 2017 low of 2.05%. Read more »

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Volatility

Volatility is still very low among most asset classes which is a positive for risk assets such as stocks and credit. Read more »

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Correlation

Correlations are rising slightly, likely due to the impact of tax reform and the increase in rates. Read more »

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