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

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 »

quant

Momentum

Momentum for short- and long-term in stocks and energy commodities still look set for more gains. Read more »

quant

Momentum

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

note

Archetypes are everywhere in markets. In part two of why investor behavior is one of the Things that Matter, Rusty expands on the tendency for the temperament and behaviors of investors to coalesce around archetypes. Read more »

quant

Momentum

Short-term momentum for stocks, especially EM stocks, continues to grow. 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

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 »

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