Global stock markets nosedived to start the year, while Value was by far the best performing factor in the lens in January.

The start to 2022 has been full of surprises and we’re not even through the first month of the year!

Our colleagues on the Two Sigma Portfolio Management team analyze the historical relationship of equity sectors and style factors with inflation.

We discuss how the Occam's razor principle can be applied to investment decisions, namely around asset allocation and manager evaluation.

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.

The Omicron risk-off move on November 26th affected several factors.

Two Sigma and eVestment to Provide Enhanced Investment Data through Venn. eVestment’s institutional data and market intelligence will be available through Venn, Two Sigma’s portfolio analytics platform

In a recent Street View, our colleagues on the Two Sigma Portfolio Management team analyze both historical and forward-looking U.S. inflation forecasts.

Carry in fixed income markets experienced one of its worst performances since its inception in the factor lens.

Advanced data analytics our Two Sigma Portfolio Management team to offer a data-driving approach to modeling market regimes.