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 closed the week at 2.47%, moving higher in the first week of trading. Read more »

quant

Correlations fell over the past few weeks in nearly every asset class, however this may be a seasonal impact. Read more »

quant

Correlation

Correlations continue to rise among most asset classes. Read more »

quant

Volatility

Volatility is very low but is picking up for bonds. Read more »

quant

Correlations are increasing, indicating a strengthening macro theme. Read more »

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

Correlations among all asset classes are low and going lower.  Read more »

quant

The 10-year Treasury rose to 2.33%, its highest point in two months. Read more »

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