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).

Curate

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

  
  
  
  
Search
quant

Commodities are now the best performing asset class of 2018, driven mostly by energy and metals. Read more »

quant

Volatility remains high on both a short- and long-term period. Read more »

quant

Momentum

There are no real changes in momentum; short-term is weak, long-term is positive. Read more »

quant

Volatility

Volatility has increased for nearly every asset, but most are close to their long-term averages. Read more »

quant

Volatility

This is the very latest we have on volatility through yesterday. We believe it’s always a good idea to evaluate volatility through a longer-term lens which indicates that it's relatively still contained. Read more »

quant

Momentum

This is the very latest we have on momentum through yesterday. As you can see long-term momentum is still strong for stocks, metals, and energy. Short-term momentum has slipped lower in most asset classes. Read more »

quant

Momentum

Short-term momentum has turned decidedly positive for all stocks, which now has matched the strong long-term momentum as well. Read more »

quant

Momentum

Long-term momentum for stocks is still positive across the board, but short-term momentum is still quite flat save for the U.S. Read more »

quant

Correlation

Overall, we believe most asset classes have a lower long-term correlation than historical averages and has been relatively unchanged over the past several weeks.  Read more »

quant

Volatility

Long-term and short-term market volatility remains low across the board, signaling no immediate change in the market environment. Read more »

Click to load more