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

Momentum

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

quant

Momentum

Stock momentum continues to grow in the short-term while maintaining a strong long-term signal. Read more »

quant

The 10-year Treasury ended the week at 2.39%, in the upper end of the range that has been in place since mid-April. 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

Momentum

Short-term momentum for stocks has picked up slightly over the past few weeks, but is still weaker than what has been seen over the past few months. Read more »

quant

Very little has changed as far as momentum is concerned. Read more »

quant

Despite a pullback in stocks last week, short- and long-term momentum are still not signaling a reversal in trend. 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 »

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