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

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

quant

Momentum

This is the very latest we have on momentum through yesterday. As you can see long-term momentum is still strong for stocks, metals, and energy. Short-term momentum has slipped lower in most asset classes. Read more »

quant

Momentum

Momentum continues to favor risky assets such as stocks and commodities. 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

Emerging market stocks have a higher than usual correlation to the overall basket of asset, as do Treasurys.  Read more »

quant

Momentum

Short- and long-term momentum are looking good for stocks, specifically emerging markets. Read more »

quant

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

quant

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

quant

Near-term momentum in the major European markets shifted negative on weaker earnings. Read more »

quant

Nearly every asset class is close to 0 in near-term returns. Read more »

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