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

Stock volatility still remains high, although it has dipped a bit in Europe and Japan. Read more »

quant

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

quant

As international stock momentum improves, volatility has been declining. Read more »

quant

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

quant

Correlation

Correlations continue to decline which should be good for active investors. Read more »

quant

The 10-year Treasury dropped sharply last week to 2.74%, breaking from a pattern that has been in place since February. Read more »

quant

Overall market volatility remains high. Read more »

quant

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

quant

The 10-year Treasury rate fell to 2.83%. Read more »

quant

Overall market volatility remains high. Read more »

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