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.

Market participants contended with several dynamics over the month, including a global energy crisis that supported the Commodities factor.

Three factors exhibited notably positive performance relative to their long-term monthly averages in August.

A rotation away from cyclical sectors and towards more defensive sectors helped the Low Risk factor outperform in July.