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).

Curate

Choose one or multiple criteria to find just the posts you want:

  
  
  
  
Search
quant

Correlations among U.S. and emerging market stocks continue to rise, but energy commodities and foreign developed stocks buck that trend. Read more »

quant

Momentum is improving for all stock asset classes and energy commodities. Read more »

quant

Correlations remain low in foreign developed stocks and energy commodities. Read more »

quant

Like last week, momentum has improved slightly among stocks and energy commodities. Read more »

quant

Short-term momentum has improved with some of the weak data rolling off from February. Read more »

No more results