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.

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.