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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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 »

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Correlations dropped among most asset classes. Read more »

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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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Despite a pullback in stocks last week, short- and long-term momentum are still not signaling a reversal in trend. Read more »

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The correlation among stocks rose over the past week. Read more »

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