Venn by Two Sigma

Portfolio Analytics for Institutional Investors

Venn by Two Sigma helps investors embrace a modern, quantitative approach to multi-asset portfolio risk and investment decision making.
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Leading organizations modernizing their investment process with Venn1


Venn can help you make smarter decisions.

Streamline your investment evaluation process and collaborate with your team.

Analyze Evaluate Share

Venn puts Two Sigma research at your fingertips. Venn’s modern interface and intuitive factor based risk approach is designed to help investors uncover portfolio risks and position the portfolio to meet future objectives.

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.
Factor Analysis - Portfolio

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.
Scenario Analysis

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.

Venn by Two Sigma October 2023 Factor Performance Report: Lower Diversification for Longer

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.

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













1These logos represent a subset of Venn subscribers that have permitted us to publish their logo on our website. Inclusion of a logo does not indicate an endorsement of Venn. Logos are selected for inclusion based on a variety of criteria, some of which are subjective. The logos are not intended to reflect the overall nature of Venn’s subscriber base.