In investing, the main drivers of risk in institutional portfolios are typically the macro factor risk exposures. While selecting individual securities may add value on the margin, asset allocation generally ...

In a new paper, Forecasting Factor Returns, Two Sigma proposes a methodology for estimating the return premia for the macro risk factors in the Two Sigma Factor Lens, the factor engine driving Venn.

We are delighted to announce the release of the latest version of the Venn platform! Our latest release makes it easier than ever to conduct various analyses on investments and portfolios. We have also improved ...

This guide shows how Venn can help investors accelerate the overall manager evaluation process by providing analytics that assess whether a manager seems to be in line with its stated objective and style ...

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.