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

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 »

quant

Momentum

Momentum continues to favor risky assets such as stocks and commodities. Read more »

quant

Volatility

Volatility supports the momentum picture for stocks and certain commodities while also indicating a weak bond market. 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 »

note

We’ve had a heckuva busy year at Epsilon Theory, so to ring out 2017 I thought it might be helpful to distribute a master list of our publications over the past 12 months. We’re long essay writers trying to make our way in a TLDR world, so even the most avid follower may well need a map! Read more »

quant

Momentum

Momentum is still fairly weak among most asset classes. Read more »

quant

Momentum

Most stock indices reached new all-time highs on 11/30 which coincided with all-time highs for their respective advance decline lines. Read more »

quant

Momentum

Short- and long-term momentum are looking good for stocks, specifically emerging markets. Read more »

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