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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note

We’ve had a heckuva busy year at Epsilon Theory, so to ring out 2017 I thought it might be helpful to distribute a master list of our publications over the past 12 months. Read more »

quant

Stocks, bonds and currencies are exhibiting correlations in the short term that are well below long-term correlations. Read more »

quant

Correlations for stocks declined almost across the board. Read more »

note

The King is Dead. Long Live the King! Stock picking, our desire to believe and the scientific method. Read more »

note

Talking about stocks is fun. But is it productive? Read more »

note

We are all active managers, friends. Read more »

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