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

Correlations among U.S. and emerging market stocks continue to rise, but energy commodities and foreign developed stocks buck that trend. Read more »

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The drop in global rates is helping push sovereign bonds higher. Read more »

quant

We think rising volatility along with declining short-term momentum is a relatively strong signal of a bumpy road ahead. Read more »

quant

Certain stock assets are below long-term correlations. Read more »

quant

Low or declining volatility environments may indicate favorable periods for equity investments, whereas rising volatility periods may favor sovereign debt and developed market currency exposure. Read more »

quant

When correlations are high or rising, it may indicate that economic movements and sentiment are driving the majority of returns, which could potentially make security selection challenging. Read more »

quant

Momentum in asset classes may illustrate the development of trends in the market. Read more »

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