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

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

quant

Correlations among all asset classes are low and going lower.  Read more »

quant

Correlation

Correlations continue to decline in most asset classes except for currencies.  Read more »

quant

We think the declining correlation across all markets signals a fading macro theme related to rates and inflation. Read more »

quant

Short-term momentum continues to show little movement, but long-term is still in line with a bull market. Read more »

quant

Long and short-term correlation are more or less in parity with each other, signifying no particular push toward any single macro theme. Read more »

quant

Correlations in nearly every asset continued to decline, indicating the weakening of macro forces particularly around rates and inflation. Read more »

quant

Correlations have dropped across the board relieving some of the macro drivers that have been moving the market. Read more »

quant

Correlations dropped among most asset classes. Read more »

quant

Correlations continue to rise, indicating a strengthening macro trend likely related to falling interest rates. Read more »

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