Read the latest study from the Two Sigma Client Solutions Research team on share buybacks and their effects on markets.

We discuss how the Occam's razor principle can be applied to investment decisions, namely around asset allocation and manager evaluation.

See how the factors in the Two Sigma Factor Lens performed in July.

In this post, we provide an overview of the risk-free rate, its history, and how investors can incorporate it into investment and portfolio analysis.

We use an illustrative example to demonstrate that the “alpha” of a manager may be lower than initially expected.

In investing, the main drivers of risk in institutional portfolios are typically the macro factor risk exposures. While selecting individual securities may add value on the margin, asset allocation generally ...

In a new paper, Forecasting Factor Returns, Two Sigma proposes a methodology for estimating the return premia for the macro risk factors in the Two Sigma Factor Lens, the factor engine driving Venn.

We are delighted to announce the release of the latest version of the Venn platform! Our latest release makes it easier than ever to conduct various analyses on investments and portfolios. We have also improved ...

This guide shows how Venn can help investors accelerate the overall manager evaluation process by providing analytics that assess whether a manager seems to be in line with its stated objective and style ...

This guide shows how one can use Venn to conduct four workflows commonly performed in Excel: (1) factor analysis, (2) investment evaluation, (3) portfolio stress testing, and (4) portfolio optimization.