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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podcast

Ben and his guest, Peter Cecchini, Chief Market Strategist at Cantor Fitzgerald, discuss the complexities inherent in applying the principles of modern monetary policy across all economies, developed or otherwise. Listen »

quant

The 10-year Treasury ended the week at 2.37%, continuing a steady march higher fueled largely by the announcement of the Federal Reserve’s intent to begin unwinding parts of its balance sheet. Read more »

podcast

Ben shares his thoughts on the inflation narrative and how to make politics more transparent and engaging. Listen »

note

Back by popular demand, it’s the Fall 2017 Epsilon Theory Mailbag! 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

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

note

Back by popular demand, it’s the Mid-Summer Epsilon Theory Mailbag! Read more »

podcast

What is the nature of self-determination and our current market? How do you participate without losing yourself? Listen »

quant

The 10-year Treasury yield rose to 2.27%, pushing it to the higher end of the recent trading range. Read more »

quant

During the last week, bond correlations in shorter maturities increased. Read more »

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