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

Short-term momentum is still pretty weak for stocks. Read more »

quant

Short-term momentum has improved for international stocks but has deteriorated for domestic stocks. Read more »

quant

Volatility remains high on both a short- and long-term period. Read more »

quant

Short-term momentum for stocks has deteriorated but could swing back to positive. Read more »

quant

Short-term volatility is starting to decline, particular among stocks. Read more »

quant

Short-term correlations are declining, indicating the rate and inflation driven market is playing a smaller role. Read more »

quant

Short-term momentum has improved with some of the weak data rolling off from February. Read more »

quant

Correlations have declined somewhat but are still near historically high levels. Read more »

quant

Short-term volatility is above average in many markets, most notably in bonds. Read more »

quant

Momentum

Short-term momentum still appears to be quite weak for nearly every asset class. Read more »

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