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

The 10-year Treasury ended the week at 2.33%, slightly down from last week. Read more »

quant

Volatility

Volatility has been declining for stocks in the short term and continues to stay low in the long term. Read more »

quant

Correlation among emerging market stocks and bonds has increased in recent months. Read more »

quant

Momentum

Short-term momentum continues to increase for stocks while nearly every other asset class is flat to negative. Read more »

quant

The 10-year Treasury ended the week at 2.37%, continuing a steady march higher fueled largely by the announcement of the Federal Reserve’s intent to begin unwinding parts of its balance sheet. Read more »

quant

Risk is dropping among stocks and is still low among all other asset classes.  Read more »

quant

Correlations among all asset classes are low and going lower.  Read more »

quant

Momentum

Short-term and long-term momentum continue to be out of sync with little direction among bonds and currencies. Read more »

quant

The 10-year Treasury rose to 2.33%, its highest point in two months. Read more »

quant

Volatility

Short- and long-term volatility are in parity, except in emerging markets. Read more »

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