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

Stock volatility still remains high, although it has dipped a bit in Europe and Japan. Read more »

quant

Short-term momentum is still pretty weak for stocks. Read more »

quant

As international stock momentum improves, volatility has been declining. Read more »

quant

Short-term momentum has improved for international stocks but has deteriorated for domestic stocks. Read more »

quant

Short-term momentum for stocks has deteriorated but could swing back to positive. Read more »

quant

Like last week, momentum has improved slightly among stocks and energy commodities. Read more »

quant

Short-term momentum is still a drag on every asset class, along with developed ex U.S. stocks starting to weaken in the long-term as well. Read more »

quant

Momentum

Short-term momentum still appears to be quite weak for nearly every asset class. Read more »

quant

Momentum

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

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