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

Among other indicators of global growth, momentum in particular continues to improve for stocks. Read more »

quant

Volatility

Volatility has been declining for stocks in the short term and continues to stay low in the long term. Read more »

quant

Momentum

Short-term momentum continues to increase for stocks while nearly every other asset class is flat to negative. Read more »

quant

Momentum

Short-term and long-term momentum continue to be out of sync with little direction among bonds and currencies. Read more »

quant

Momentum

Short-term momentum for stocks has picked up slightly over the past few weeks, but is still weaker than what has been seen over the past few months. Read more »

quant

The 10-year Treasury yield rose sharply to 2.20% as the market digested the retirement of Fed Vice Chair, Stanley Fischer. Read more »

quant

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

quant

Short-term momentum is close to zero in nearly every asset class outside of the commodity space. Read more »

quant

Short-term momentum continues to lag long-term momentum among stocks. Read more »

quant

Short-term momentum is starting to diverge from long-term momentum for most asset classes. Read more »

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