In this short post, we evaluate the U.S. stocks that were most impacted, as measured by their residuals, by the spread of the coronavirus.
Two Sigma examines how two key concepts—constraints and diversification—can help investors better understand how financial panics can occur.
For the third edition of the Factor InVe(nn)stigator, we will be interpreting the factor analysis results of an international small-cap manager’s fund, using the Two Sigma Factor Lens.
In this double issue of the Venn Factor Performance Report, we discuss factor returns for the month and the last week of March.
Venn provides users with multiple ways to analyze the impact of historical, hypothetical and forward-looking drawdowns on individual investments and portfolios. Let’s walk through each use case.
Given we are in truly unprecedented times, we decided to test the accuracy of two Venn analyses: Scenario Analysis and Venncast. How reliable are these analyses for Venn's subscribers?