In this month’s report, we reflect on how the “higher for longer” interest rate theme may be leading to “lower for longer” diversification for equity/bond investors. Additionally, we discuss the positive performance of Momentum, and a review of Fixed Income Carry.
Contact us to learn more about the way our clients use Venn.
Contact us to learn more about the way our clients use Venn.
Contact us to learn more about the way our clients use Venn.
Contact us to learn more about the way our clients use Venn.
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Contact us to learn more about the way our clients use Venn.
Manager Due Diligence
Evaluate managers against your objectives using traditional risk metrics with the addition of factor analysis. All it takes is a set of returns.
Portfolio Optimization
Better understand the underlying risk drivers in your portfolio using the Two Sigma Factor Lens™️, and then run optimization analyses on that portfolio based on your organization's constraints and objectives.
Construct Portfolios Confidently
Venn can help you take action to minimize unwanted and/or uncompensated risks, understand how changes to your strategic asset allocation affect expected performance, optimize your existing investment allocations, and more.
Streamlined Reporting Capabilities
Whether you need to present to your investment committee or your clients, Venn helps increase efficiency and enhance communication with beautiful, concise visualizations you can easily copy to your decks.
Access to our Experienced Client Solutions Specialists
Venn by Two Sigma's Client Strategy and Solutions team can guide you through the platform and help you understand Venn's results.
Vennsights Blog
Monthly market insights, product updates, and helpful guides for quantitative investors.
Prime Buchholz Centralizes Data and Creates a Comprehensive Analytical Toolbox with Venn by Two Sigma and Canoe
With the goal of transforming operational workflows and enhancing data management capabilities, Prime Buchholz partnered with Canoe and Venn by Two Sigma to create a dynamic solution for managing alternatives data.
Venn by Two Sigma September 2023 Factor Performance Report: Interests Rates and the Peak that Keeps on Peaking
In September we saw Equity and Interest Rates once again falling together, as well as strong positive performance from Momentum and Foreign Exchange Carry.
Hedged, or Unhedged, That is the Question
Using the context of a global bond manager, we show that exposure to foreign currencies can significantly affect resulting drivers of risk and return, and how return-based factor analysis can be an efficient way to measure that exposure