Three factors exhibited notably positive performance relative to their long-term monthly averages in August.

A rotation away from cyclical sectors and towards more defensive sectors helped the Low Risk factor outperform in July.

In an Op-Ed for Pensions & Investments, we explain why factor analysis can be an effective tool in a quantitative research kit.

June was a setback for the Value factor, which was challenged by the continued reflation trade unwind and the hawkish Fed meeting.

Nathan Peters discusses the investment management landscape and Fulcrum’s experience with Venn Pro. Fulcrum is not compensated for this statement.

Venn highlights an approach to capturing Crowding as a factor in the Two Sigma Factor Lens and explores why this factor has evidenced a positive long-term return and notable explanatory power for hedge fund performance.

Only two factors (Value and Crowding) posted >80th percentile performance relative to their long-term histories in May.

All macro style factors experienced notable performance in April compared to their long-term monthly averages.

Learn more about Venn’s approach to applying a regime-based model to Scenario Analysis.

We’re excited to announce the launch of two notable updates to Compare that can make recurring reporting workflows a lot smoother.