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

Our final report of the year consists of two sections: one in which we focus on December factor performance and another that provides 2021 full year factor performance.

The Omicron risk-off move on November 26th affected several factors.

Two Sigma announced it is launching Venn®, a cloud-based investment analysis software platform. Venn is now available to institutional investors and wealth managers among others.

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

Carry in fixed income markets experienced one of its worst performances since its inception in the factor lens.

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

Market participants contended with several dynamics over the month, including a global energy crisis that supported the Commodities factor.

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.