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

Momentum

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

quant

Volatility

Volatility remains largely unchanged and still very low.  Read more »

quant

Momentum

Short-term momentum for stocks, especially EM stocks, continues to grow. Read more »

quant

Volatility

Volatility remains low and is largely unchanged from last week. Read more »

quant

Volatility

Volatility has remained low in all asset classes and has even declined slightly in the U.S. and developed markets. Read more »

quant

Momentum

Short-term momentum in stocks continues to rise, providing a synchronous positive signal for both long- and short-term momentum on stocks. Read more »

quant

Volatility

Risk remains very low across nearly every asset class. 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

Short and long-term volatility are in parity, except in emerging markets. Read more »

quant

The 10-year Treasury yield rose sharply to 2.20% as the market digested the retirement of Fed Vice Chair, Stanley Fischer. Read more »

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