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).

Curate

Choose one or multiple criteria to find just the posts you want:

  
  
  
  
Search
quant

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

quant

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

quant

The 10-year Treasury increased to 2.92% last week as investors demand more yield from bonds. Read more »

quant

Correlation for all asset classes remain very low. Read more »

quant

Correlations remain very low across all asset classes. Read more »

quant

Correlations are dropping among all asset classes, possibly indicating a decreasing strength in the macro rate and inflation drawdown. Read more »

quant

Momentum

Short-term momentum still appears to be quite weak for nearly every asset class. Read more »

quant

Correlation across asset classes remain unchanged from last week, but are still lower than they have been in recent months. Read more »

quant

Correlation declined a bit across most asset classes, which is contrary to the building macro strength for increased inflation and increased rates.  Read more »

quant

Momentum

Momentum is still fairly weak among most asset classes. Read more »

Click to load more