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

The 10-year Treasury yield ended the week at 2.90%, approaching the 2014 high of 3.00%. Read more »

quant

Correlation

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

quant

The 10-year Treasury finished a wild ride last week at 2.83%.  Read more »

quant

Correlations increased in most asset classes especially among bonds and stocks. Read more »

quant

The 10-year Treasury finished last week at 2.84%, advancing closer to the 2014 high of 3.00%. Read more »

quant

Volatility

Volatility picked up slightly last week, but this is off historically low levels and is likely just backing up from those levels. Read more »

quant

The 10-year Treasury ended the week at 2.66%, a point last hit in the summer of 2014. Read more »

quant

Momentum

Short- and long-term momentum are supporting continued growth for stocks and certain commodities, while the picture for bonds continues to look weak. Read more »

quant

The 10-year Treasury ended the week at 2.64%, surpassing the high reached in Q1 2017. Read more »

quant

Volatility

Overall price volatility for stocks remain low supporting the bullish setup seen in the momentum data.  Read more »

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