In this update, we will revisit our original intentions for creating the Two Sigma Factor Lens, and also explore the expansions we have made in the years since.

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

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

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

Venn highlights an approach to capturing Crowding as a factor in the Two Sigma Factor Lens and explores why this factor has evidenced a positive long-term return and notable explanatory power for hedge fund performance.

Read the latest from Two Sigma Research on how construction of the Low Risk factor can impact its performance.

Read the latest from Two Sigma Research on what the global market portfolio can tell us about forward-looking asset class returns.

Read the latest from the Two Sigma Client Solutions Research team on how the COVID-19 market crisis compares to history using a variety of indicators, including economic conditions, consumer and business confidence measures, and overall market dynamics.

Review some of the research that underpinned a recent change to Venn’s data requirements for Factor Analysis.

Two Sigma examines how two key concepts—constraints and diversification—can help investors better understand how financial panics can occur.