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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note

Archetypes are everywhere in markets. In part two of why investor behavior is one of the Things that Matter, Rusty expands on the tendency for the temperament and behaviors of investors to coalesce around archetypes. Read more »

note

We’d like to believe that information and analysis can tell us the true value of something but the reality is that investment returns are always and everywhere a behavioral phenomenon. Read more »

note

What can a bird teach us about value investing? To everything there is a season. Read more »

quant

Keep an eye on interest-rate range for further indications of market directions Read more »

quant

Low or declining volatility environments may indicate favorable periods for equity investments, whereas rising volatility periods may favor sovereign debt and developed market currency exposure. Read more »

quant

When correlations are high or rising, it may indicate that economic movements and sentiment are driving the majority of returns, which could potentially make security selection challenging. Read more »

quant

Momentum in asset classes may illustrate the development of trends in the market. Read more »

quant

Credit-related sectors advance over the week. Read more »

quant

Good entry point for Treasury sellers? Read more »

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