We investigate how family offices have structured their portfolios, according to a recent UBS and Campden Wealth report, given their dim market view.

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

Learn about the enhancements we released over the summer that allow for deeper analysis and more customization.

We analyze and interpret Venn's factor analysis output for the MSCI World Small Cap Index.

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

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.