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

Among other indicators of global growth, momentum in particular continues to improve for stocks. 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 »

quant

Momentum

Short-term momentum continues to increase for stocks while nearly every other asset class is flat to negative. Read more »

quant

Risk is dropping among stocks and is still low among all other asset classes.  Read more »

quant

Market volatility is still in parity across long and short-term horizons, but is still generally below long term averages. Read more »

quant

Short-term momentum is close to zero in nearly every asset class outside of the commodity space. Read more »

quant

The 10-year Treasury closed at 2.16% before the long weekend, just off the year-to-date low last Thursday. Read more »

quant

Volatility remains near historic lows. Read more »

quant

Correlations have dropped across the board relieving some of the macro drivers that have been moving the market. Read more »

quant

Short-term momentum continues to lag long-term momentum among stocks. Read more »

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