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

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 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.

Read the latest study from the Two Sigma Client Solutions Research team on share buybacks and their effects on markets.

In a new paper, Forecasting Factor Returns, Two Sigma proposes a methodology for estimating the return premia for the macro risk factors in the Two Sigma Factor Lens, the factor engine driving Venn.