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

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

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

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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 »

quant

The 10-year Treasury yield dropped to 2.27%. Read more »

quant

The 10-year treasury yield closed at 2.35%, down 0.04% from last week. Read more »

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The 10-year treasury yield ended the week at 2.39%, in what has been a dramatic period for global bonds. Read more »

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