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).

Curate

Choose one or multiple criteria to find just the posts you want:

  
  
  
  
Search
quant

The 10-year Treasury went on another wild ride, likely due to the roller coaster of tax reform possibilities. Read more »

quant

The 10-year Treasury rate fell to 2.37% last week maintaining a pattern that started with a break higher in rates over the past two months. Read more »

quant

Correlations remain largely unchanged this week, likely due to the decline in rates. Read more »

quant

The 10-year Treasury ended the week at 2.33%, slightly down from last week. Read more »

quant

Correlation among emerging market stocks and bonds has increased in recent months. Read more »

quant

We think the declining correlation across all markets signals a fading macro theme related to rates and inflation. Read more »

quant

Short-term momentum continues to show little movement, but long-term is still in line with a bull market. Read more »

quant

Correlations in nearly every asset continued to decline, indicating the weakening of macro forces particularly around rates and inflation. Read more »

quant

The 10-year Treasury closed at 2.16% before the long weekend, just off the year-to-date low last Thursday. Read more »

quant

The 10-year Treasury rate rose, ending the week at 2.32%. Read more »

Click to load more