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

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

Volatility

Overall price volatility for stocks remain low supporting the bullish setup seen in the momentum data.  Read more »

quant

Momentum

Short-term stock momentum is picking up, as in energy and metal commodities, while developed country bonds are slipping.  Read more »

quant

Momentum

There are a few signs of stress in the stock bull market as breadth is starting to wane. Read more »

quant

Momentum

Stock momentum continues to grow in the short-term while maintaining a strong long-term signal. Read more »

quant

Momentum

Short-term momentum in stocks continues to rise, providing a synchronous positive signal for both long- and short-term momentum on stocks. Read more »

quant

The 10-year Treasury ended the week at 2.39%, in the upper end of the range that has been in place since mid-April. Read more »

quant

Very little has changed as far as momentum is concerned. Read more »

quant

Despite a pullback in stocks last week, short- and long-term momentum are still not signaling a reversal in trend. Read more »

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