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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note

Archetypes are everywhere in markets. In part two of why investor behavior is one of the Things that Matter, Rusty expands on the tendency for the temperament and behaviors of investors to coalesce around archetypes. Read more »

quant

Momentum

Short-term momentum continues to increase for stocks while nearly every other asset class is flat to negative. Read more »

quant

As the Dow Jones broke records, tech-related markets slowed down slightly. Read more »

quant

The 10-year Treasury yield fell to 2.24% and continued to flatten after a period of steepening over the past several weeks. Read more »

note

What can a bird teach us about value investing? To everything there is a season. Read more »

quant

Volatility among tech companies has exceeded its long levels, following a period of stress on that segment of the market. Read more »

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