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

Stock volatility still remains high, although it has dipped a bit in Europe and Japan. Read more »

quant

Correlations have declined somewhat but are still near historically high levels. Read more »

note

The buy-Europe!™ story that has been pitched by the sell-side ad nauseam for the past six months is broken. Read more »

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