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

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

quant

Correlation

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

quant

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

quant

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

quant

Momentum

Short- and long-term momentum are supporting continued growth for stocks and certain commodities, while the picture for bonds continues to look weak. 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 has declined in the short-term for nearly every asset class other than bonds. Read more »

quant

Momentum

Short-term stock momentum is picking up, as in energy and metal commodities, while developed country bonds are slipping.  Read more »

quant

Volatility among stocks continues to step lower, a positive sign for future potential returns. Read more »

quant

The 10-year Treasury increased sharply last week to 2.48% likely due to the passage of the tax bill. Read more »

Click to load more