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

Wow rates! The 10-year Treasury yield ended at 3.00% this week and briefly rose above. Read more »

quant

Volatility

This is the very latest we have on volatility through yesterday. We believe it’s always a good idea to evaluate volatility through a longer-term lens which indicates that it's relatively still contained. Read more »

quant

The 10-year Treasury ended the week at 2.64%, surpassing the high reached in Q1 2017. Read more »

quant

Volatility

Volatility remains low in most cases, but has been increasing in bonds. Read more »

quant

Momentum

Short- and long-term momentum are looking good for stocks, specifically emerging markets. 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 »

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