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

The 10-year Treasury yield ended the week at 2.90%, approaching the 2014 high of 3.00%. Read more »

quant

Volatility

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

quant

Correlation

Correlation among asset classes has increased substantially over the short-term. Read more »

quant

Momentum

Short-term momentum has declined for nearly every asset, but long-term momentum is still positive for most risk assets. Read more »

quant

Short-term momentum in stocks flipped from negative to positive over the past week. Read more »

quant

Short-term momentum in global equities continues to decline indicating a state of correction. Read more »

quant

Global stock markets appear to have entered a correction. Read more »

quant

Long-term momentum: still quite strong. Read more »

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