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Epsilon Theory In Full

Epsilon Theory In Full

 

The soul of Epsilon Theory is our long-form content, a library of hundreds of pieces written by Ben, Rusty and others over the course of the last 5+ years. These are the print-and-take-home-for the weekend notes that made Epsilon Theory what it is today.

The ZIRP Paradox

By Rusty Guinn | December 14, 2020 | 25 Comments

It may seem ironic that a Narrative about the long-term could be deployed to distort the rewards of effective, market-based long-term capital allocation for short-term benefit.

This is, I think, the heart of The ZIRP Paradox:

The myth of infinite horizon investing is the enemy of long-term investing.

An Old Joke

By Rusty Guinn | December 9, 2020 | 23 Comments

So an agent for a new over-the-top variety act finally gets a meeting with the biggest producer in the world. I mean, maybe ‘the world’ is selling it short. Word on the street is this guy’s even got God’s ear, if you can believe it.

ET Podcast #1 – Is That All There Is?

By Ben Hunt | December 8, 2020 | 3 Comments

In this kick-off Epsilon Theory webcast, I’m joined by renowned cryptocurrency miner and trader @notsofast for a wide-ranging conversation on Bitcoin and crypto. Here’s the core topic:

Can Bitcoin preserve its revolutionary potential after a Wall Street bear hug?

I’m highly skeptical, but @notsofast has some ideas on how to make this work.

The Merger Is Complete

By Peter Cecchini | December 8, 2020 | 4 Comments

The merger between the Treasury and Fed is now complete with Janet Yellen’s apparent appointment as the Secretary of the Treasury. Let the self-fulfilling market narratives begin!

The Ghosts of Commentary Future

By Rusty Guinn | November 30, 2020 | 3 Comments

These are The Ghosts of Wall Street Commentary Future. And if their chains are not already clanking around in your inbox, they will be very, very soon.

AMA? BITFD!

By Ben Hunt | November 24, 2020 | 23 Comments

The American Medical Association is not a charitable organization.

The American Medical Association is not an educational organization.

The American Medical Association is a tax-exempt hedge fund and licensing corporation, designed from the ground up to enrich its executives and serve its own bureaucratic interests.

Burn. It. The. Fuck. Down.

The Endemic Mindset

By Rusty Guinn | November 16, 2020 | 38 Comments

COVID-19 is endemic, and its mutations will likely be part of our lives going forward.

But there is another disease this virus has caused, and it is a disease of the mind. It is the endemic mindset. And we can eradicate it.

Today.

The Grifters, Chapter 3 – Election Prediction

By Ben Hunt | November 9, 2020 | 30 Comments

Polls create the plays. Election models create the score. Fivey Fox and “Nate Silver” announce the game. All to create engagement with a diversified media corporation.

No one understands how to create and sell a spectator sport better than Disney.

A Tale of Two Cults

By Rusty Guinn | November 2, 2020 | 46 Comments

There’s a moment when the real world peeks through the narratives that surround us, and we convince ourselves that this will be the truth that frees our fellow citizens/investors/neighbors from their delusions.

But truth is only one of the necessary conditions for this kind of change. The other?

Mercy.

Oh No, Here It Comes Again, That Funny Feeling

By Ben Hunt | October 27, 2020 | 58 Comments

Three weeks ago, I didn’t see a narrative path for Trump to win a turnout-based election hinging on four or five swing states.

Today I do.

It’s the same funny feeling I got in 2016, but with a twist.

Perspicacious

By Harper Hunt | October 23, 2020 | 0 Comments

Jonathan Plotkin is a longtime ET reader and brilliant cartoonist. For years he’s been sending Ben illustrations inspired by our notes and we’ve been dying…

Knowledge Takes the Sword Away

By Rusty Guinn | October 16, 2020 | 39 Comments

The corruption of media by missionaries means that we now live in a world of two sets of facts. It is a world which gives us two choices: to champion our truth, or to work toward eliminating the world-of-two facts structure.

To hell with OR. Let’s choose both.

“Quantile Tracking Errors (QuTE)” by Aguilar, Chengan, and Custovic

By Academic Research Author | October 16, 2020 | 0 Comments

Aguilar, Chengan and Custovic dig into the concept of “tracking error” and find that current measures do a poor job of handling skewness and kurtosis. They propose a new approach to calculating tracking error – Quantile Tracking Errors (QuTE) – to address this weakness in traditional measures.

Meta Information

By Ben Hunt | October 15, 2020 | 8 Comments

Sometimes a grift isn’t in what you say, but in the difference in what you say to different audiences.

It’s not the information. It’s the meta information.

Fell on Black Days

By Ben Hunt | October 5, 2020 | 27 Comments

2020 has awakened us to the Black Days constructed while we slept.

Now we act, and not just to avoid the worst excesses of the Trumpist clownshow or the Socialist lunacies.

Now we change the entire freakin’ world.

For ourselves, yes. For our children, even more.

Hook, Line and Sinker

By Rusty Guinn | October 1, 2020 | 9 Comments

It is a literal golden age for CEOs whose talent is the creation and propagation of narratives.

Why? Because it works. And it works because we have accepted a financial and business media that has been redesigned into a cheering section.

TLDR: The Projection Racket (Part 2)

By Rusty Guinn | September 28, 2020 | 1 Comment

This is a short-form summary of our long-form note The Projection Racket (Part 2), located here. While it attempts to present the most accurate picture…

The Projection Racket, Pt. 2

By Rusty Guinn | September 28, 2020 | 28 Comments

The Projection Rackets will say that the solution to two-party dominance and the erosion of political self-determination is, like everything else, is to vote. Express yourself! Don’t you believe in democracy?

They are wrong. We, the people, CAN fix this. And if we want it enough, we will.

Extinction Event

By Harper Hunt | September 24, 2020 | 0 Comments

Jonathan Plotkin is a longtime ET reader and brilliant cartoonist. For years he’s been sending Ben illustrations inspired by our notes and we’ve been dying…

Brave New World

By Peter Cecchini | September 23, 2020 | 2 Comments

It may be a brave new world of Davey Day Trader, but it’s not enough to convince yours truly to drink Huxley’s soma. Or the Fed’s SOMA (System Open Market Account).