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 remains high on both a short- and long-term period. Read more »

quant

Overall market volatility remains high. Read more »

quant

Overall market volatility remains high. Read more »

quant

Short-term volatility is starting to decline, particular among stocks. Read more »

quant

The 10-year Treasury fell to 2.81% last week, which we believe is likely just a pause in the overall rate rising environment. Read more »

quant

Volatility

Volatility has increased for nearly every asset, but most are close to their long-term averages. Read more »

quant

Momentum

Short-term momentum has declined for nearly every asset, but long-term momentum is still positive for most risk assets. Read more »

quant

Volatility

Overall price volatility for stocks remain low supporting the bullish setup seen in the momentum data.  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

Momentum

There are a few signs of stress in the stock bull market as breadth is starting to wane. Read more »

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