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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Volatility

This is the very latest we have on volatility through yesterday. We believe it’s always a good idea to evaluate volatility through a longer-term lens which indicates that it's relatively still contained. Read more »

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

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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 »

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Volatility

Volatility has declined in the short-term for nearly every asset class other than bonds. Read more »

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The 10-year Treasury ended the year at 2.40%, far away from the 2017 low of 2.05%. Read more »

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Volatility

Volatility remains low in most cases, but has been increasing in bonds. Read more »

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Correlation

Note the increasing correlation of bonds to the overall basket of assets. Read more »

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The 20-year Treasury increased slightly to 2.38% but it was a fairly volatile week of trading for interest sensitive assets. Read more »

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Volatility

Volatility declined among global stocks as VIX fell to a new all time low. Read more »

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Volatility

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

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