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

Volatility

Volatility declined among global stocks as VIX fell to a new all time low. Read more »

quant

Volatility

Volatility is very low but is picking up for bonds. Read more »

quant

Momentum

Among other indicators of global growth, momentum in particular continues to improve for stocks. Read more »

quant

Correlation among emerging market stocks and bonds has increased in recent months. Read more »

quant

Momentum

Short-term and long-term momentum continue to be out of sync with little direction among bonds and currencies. Read more »

quant

The 10-year Treasury closed at 2.16% before the long weekend, just off the year-to-date low last Thursday. Read more »

quant

Overall, July was very positive for stocks and fairly weak for bonds. Read more »

quant

Correlations are very low in nearly every asset class. Read more »

quant

Short-term momentum for stocks and bonds is close to 0 (zero) in many markets. Read more »

quant

This week we see the increase in short-term rates standing out. Read more »

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