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

Like last week, momentum has improved slightly among stocks and energy commodities. Read more »

quant

The 10-year Treasury ended the week at 2.92% with lower market volatility. Read more »

quant

Momentum

Short-term momentum has declined for nearly every asset, but long-term momentum is still positive for most risk assets. Read more »

quant

Volatility

Volatility supports the momentum picture for stocks and certain commodities while also indicating a weak bond market. Read more »

quant

Volatility

Volatility is still very low among most asset classes which is a positive for risk assets such as stocks and credit. Read more »

quant

The 20-year Treasury increased slightly to 2.38% but it was a fairly volatile week of trading for interest sensitive assets. Read more »

quant

Volatility

There isn’t much changing in the way of market volatility. Read more »

quant

Momentum

Most stock indices reached new all-time highs on 11/30 which coincided with all-time highs for their respective advance decline lines. Read more »

quant

Volatility

Short- and long-term volatility are in parity, except in emerging markets. Read more »

quant

Short-term momentum is close to zero in nearly every asset class outside of the commodity space. Read more »

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