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).


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


Correlation declined a bit across most asset classes, which is contrary to the building macro strength for increased inflation and increased rates.  Read more »


The 10-year Treasury ended the year at 2.40%, far away from the 2017 low of 2.05%. Read more »


Volatility in the 10-year Treasury continued last week with a sharp swing higher in rates. Read more »

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