Welcome to the third installment of the Monthly Digital Assets Digest powered by Venn by Two Sigma – your guide to 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.
It may be premature to expect capital allocators to have as deep an understanding of crypto managers as they do equities or fixed income. We believe familiar returns-based analysis can provide valuable insights when evaluating crypto managers.
We believe portfolio analytics in Venn should drive actionable asset allocation insights. In this piece, we take a deep dive into what actionability means to us and why it is one of Venn’s core pillars.
Venn Factor Performance Reports
Venn by Two Sigma September 2022 Factor Performance Report: Adapting to Current Markets
Markets once again tumbled in September amid equities and bonds continuing to fall together. In this report we discuss several factors, including Fixed Income Carry and “Chameleon” Factors.
Going back to 2010, bitcoin’s rolling 1-year correlation with broad equities has often been negative. This led many capital allocators to think of long bitcoin exposure as an alternative. However, recently the relationship has changed and Venn’s Equity Factor might explain why.
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.
There are many reasons why crypto can feel out of reach. One is access to high-quality crypto data. Given these challenges, a key question is: How are capital allocators expected to analyze crypto in the context of a larger portfolio?”
New York – September 20, 2022 - Venn, Two Sigma's portfolio analytics platform, today announced a strategic alliance with Coin Metrics, a leading institutional crypto financial intelligence provider, to provide platform users with digital asset returns data.
Venn by Two Sigma is pleased to announce it has been awarded the winner for ‘Most Innovative Technology of the Year’ in the inaugural RIA Intel Awards program.
Venn by Two Sigma is holistic, meaning that our approach to portfolio analytics attempts to explain the large majority of investment return variation. But how much risk can confidently be explained with only a small set of independent risk factors? In this post, we analyze 5 representative institutional portfolios to see how holistic Venn’s Two Sigma Factor Lens has been.