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

Correlations among U.S. and emerging market stocks continue to rise, but energy commodities and foreign developed stocks buck that trend. Read more »

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Short-term momentum continues for foreign developed stocks and energy commodities. Read more »

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Correlations remain low among all asset classes. Read more »

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

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The 10-year Treasury finished the week at 2.77%. Read more »

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Short-term volatility is above average in many markets, most notably in bonds. Read more »

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The 10-year Treasury yield ended the week at 2.90%, approaching the 2014 high of 3.00%. Read more »

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Correlation

Correlation among asset classes has increased substantially over the short-term. Read more »

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The 10-year Treasury finished a wild ride last week at 2.83%.  Read more »

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Correlations increased in most asset classes especially among bonds and stocks. Read more »

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