We cover the ongoing Russian invasion of Ukraine and the impact it has continued to have on markets and factors over the first two weeks of March. We observed historic movements across macro and style factors along with notable rotations between the first and second weeks of the month.
Venn by Two Sigma is pleased to announce it has been selected as a finalist in two Technology Vendor categories in this year’s Family Wealth Report Awards program.
Our colleagues on the Two Sigma Portfolio Management team analyze the historical relationship of equity sectors and style factors with inflation.
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.