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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Correlation

Correlations are rising slightly, likely due to the impact of tax reform and the increase in rates. Read more »

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The 10-year Treasury increased sharply last week to 2.48% likely due to the passage of the tax bill. Read more »

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The 10-year Treasury fell to 2.35% further flattening the yield curve after a hike in the federal funds rate. Read more »

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Momentum

Short-term momentum has gone flat for stocks and energy commodities, but long-term numbers are still positive. Read more »

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

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The 10-year Treasury went on another wild ride, likely due to the roller coaster of tax reform possibilities. Read more »

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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 »

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Correlations in nearly every asset continued to decline, indicating the weakening of macro forces particularly around rates and inflation. Read more »

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

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The report card is again showing a decline in rating for U.S. corporate high yield bonds with high yield municipal bonds are moving into their top spot Read more »

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