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

Volatility

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

quant

Emerging market stocks have a higher than usual correlation to the overall basket of asset, as do Treasurys.  Read more »

quant

Correlation

Overall, we believe most asset classes have a lower long-term correlation than historical averages and has been relatively unchanged over the past several weeks.  Read more »

quant

Momentum

Short- and long-term momentum are looking good for stocks, specifically emerging markets. Read more »

quant

The 10-year Treasury fell to 2.32% last week on light trading volume. Read more »

quant

Volatility

Volatility is very low but is picking up for bonds. Read more »

quant

Correlation

Consistent with the pull back in stocks, correlations decreased slightly as the macro theme of inflation and rates took a breather. Read more »

quant

Momentum

Momentum for short- and long-term in stocks and energy commodities still look set for more gains. Read more »

quant

The 10-year Treasury rate fell to 2.37% last week maintaining a pattern that started with a break higher in rates over the past two months. 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 »

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