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

Momentum

There are no real changes in momentum; short-term is weak, long-term is positive. Read more »

quant

Correlation

Correlation among asset classes has increased substantially over the short-term. Read more »

quant

Volatility

This is the very latest we have on volatility through yesterday. We believe it’s always a good idea to evaluate volatility through a longer-term lens which indicates that it's relatively still contained. Read more »

quant

Short-term correlations have risen, likely indicating a strengthening macro environment for rates and inflation. Read more »

quant

Volatility

Volatility has declined in the short-term for nearly every asset class other than bonds. Read more »

quant

Momentum

Short-term stock momentum is picking up, as in energy and metal commodities, while developed country bonds are slipping.  Read more »

quant

Momentum

Long-term momentum for stocks is still positive across the board, but short-term momentum is still quite flat save for the U.S. 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

Long-term and short-term market volatility remains low across the board, signaling no immediate change in the market environment. Read more »

quant

Volatility

Volatility has been declining for stocks in the short term and continues to stay low in the long term. Read more »

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