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

Correlation

Consistent with the pull back in stocks, correlations decreased slightly as the macro theme of inflation and rates took a breather. Read more »

quant

Correlation

All markets seem to be reacting in concert to volatile interest rates. Read more »

note

The public unmasking of Harvey Weinstein as a serial rapist (that’s the word, people) is an archetypical play of the Common Knowledge Game. How does private knowledge become – not public knowledge – but common knowledge? Common knowledge is something that we all believe everyone else believes. Read more »

quant

Correlations are increasing, indicating a strengthening macro theme. Read more »

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

Correlations among all asset classes are low and going lower.  Read more »

quant

The 10-year Treasury rose to 2.33%, its highest point in two months. Read more »

quant

The 10-year Treasury yield ended the week at 2.27% rising sharply over the past two weeks. Read more »

podcast

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

quant

We think the declining correlation across all markets signals a fading macro theme related to rates and inflation. Read more »

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