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

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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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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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

There isn’t much changing in the way of market volatility. 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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Momentum

Most stock indices reached new all-time highs on 11/30 which coincided with all-time highs for their respective advance decline lines. 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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Volatility

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

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Correlation

Overall, we believe most asset classes have a lower long-term correlation than historical averages and has been relatively unchanged over the past several weeks.  Read more »

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