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

Correlations are rising and near long-term levels, suggesting that the reflationary macro theme is reasserting itself. Read more »

quant

Momentum

Stock momentum continues to grow in the short-term while maintaining a strong long-term signal. Read more »

quant

Correlations among commodities and stocks declined as interest rates have risen sharply. Read more »

quant

The 10-year Treasury ended the week at 2.39%, in the upper end of the range that has been in place since mid-April. 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

The 10-year Treasury ended the week at 2.37%, continuing a steady march higher fueled largely by the announcement of the Federal Reserve’s intent to begin unwinding parts of its balance sheet. Read more »

quant

Correlations dropped among most asset classes. Read more »

quant

Overall, volatility for both the short term and long term remains relatively unchanged and near all-time lows. Read more »

quant

Correlations continue to rise, indicating a strengthening macro trend likely related to falling interest rates. Read more »

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