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

Correlations remain low in foreign developed stocks and energy commodities. Read more »

note

This is Part 1 of the multi-part Three-Body Alpha series, introduced in Rusty's recent Investing with Icarus note. The Series seeks to explore how the increasing transformation of fundamental and economic data into abstractions may influence strategies for investing — and how it should influence investors accessing them. Read more »

quant

Correlations remain low among all asset classes. Read more »

quant

As international stock momentum improves, volatility has been declining. Read more »

quant

Volatility remains high on both a short- and long-term period. Read more »

quant

The markets appear to be stuck in a volatile sideways churn.  Read more »

quant

Overall market volatility remains high. Read more »

note

The allure of a fundamental truth is powerful. Investors are hungry for that kind of clarity about markets, but it doesn’t exist. In the first in a series, Rusty discusses a framework for investing in a time of Icarus. Read more »

quant

Overall market volatility remains high. Read more »

quant

Like last week, momentum has improved slightly among stocks and energy commodities. Read more »

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