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

On this special episode of the Epsilon Theory podcast, we share an excerpt from a conference call we recorded on February 13 discussing our thoughts on the market selloff earlier in the month. Listen »

quant

Correlation

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

quant

Correlations continue to rise, indicating a strengthening macro trend likely related to falling interest rates. Read more »

quant

Correlations are on the rise in nearly every asset class. Read more »

quant

Correlations are very low in nearly every asset class. Read more »

quant

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

quant

Short-term momentum for stocks and bonds is close to 0 (zero) in many markets. Read more »

quant

This week we see the increase in short-term rates standing out. Read more »

quant

Commodities continue to be under pressure. Read more »

quant

This weeks sees a dampened expectation for future rate hikes. Read more »

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