Markets bounced back to start 2023 with Equities and Interest Rates (long bonds) rallying together. In this report, we comment on various equity style’s performance in January, and view strong emerging market’s performance through an independent lens.
Venn forecasts can be customized with clients’ capital market assumptions as well as flexible lookback periods.
Private asset returns are typically smoothed and infrequent, reducing explainability and artificially lowering volatility. In this article, we discuss two steps to make your private assets returns look and feel more like their public market proxies.
New York – January 18, 2023 – Venn by Two Sigma announced the launch of a robust new feature designed to support private asset analysis. Available to users through its cloud-based platform, Venn now offers an advanced solution for holistically analyzing private and public investments concurrently in multi-asset portfolios.
In this piece, we get more specific on how we use a process called residualization to seek factor independence, an example of how it’s done, and our thoughts on applying it more broadly within the Two Sigma Factor Lens
Venn Factor Performance Reports
Venn by Two Sigma December and 2022 Factor Performance Report: The Best and Worst Performing Risk Factors of 2022
For our final report of the year, we will highlight both December and 2022 performance for the Two Sigma Factor Lens, including commentary on major market themes and the best and worst performing risk factors.
As 2022 comes to a close, we hope that this note finds you well and you are beginning to wind down from another busy year. While there were many milestones, here are five things that excited us the most in 2022.
Allocators, this is your guide to understanding the state of capital allocation in crypto. In this newsletter, we dive into the latest developments impacting advisors, asset owners and managers to help institutional investors allocate capital to digital assets with confidence.
Venn Factor Performance Reports
Venn by Two Sigma November 2022 Factor Performance Report: Which Factors Were Influenced by the Falling Dollar?
Venn’s Two Sigma’s Factor Lens is both holistic and orthogonal. As a result, various factors account for currency movements in different ways, including capturing the latest downward movements in the USD.
Venn Factor Performance Reports
Venn by Two Sigma October 2022 Factor Performance Report: Markets Bounce Back with Style
In October, five out of six equity styles were positive alongside a welcome relief rally of Venn’s Equity Factor. Despite sharing in positive returns for October, looking at YTD performance reveals just how different equity styles are from the Equity Factor generally.