This guide shows how one can use Venn to conduct four workflows commonly performed in Excel: (1) factor analysis, (2) investment evaluation, (3) portfolio stress testing, and (4) portfolio optimization.
This post explores how a factor-based approach can help investors uncover overlapping risks in portfolios and improve diversification.
Venn uses the Two Sigma Factor Lens to analyze how the SG Multi Alternative Risk Premia Index’s factor exposures and residual may have contributed to its poor performance in 2018.
Allocators often receive fund performance on a delayed basis, notably for non-public funds. Understanding timely portfolio performance can therefore be challenging.
We demonstrate how a two-step approach to factor analysis can enhance the interpretability and accuracy of factor analysis.
We demonstrate the Two Sigma Factor Lens’s functionality by using it to examine four different types of public funds.