In a recent Street View, our colleagues on the Two Sigma Portfolio Management team analyze the historical relationship of equity sectors and style factors with inflation. They then present a machine learning model that can be used to construct a thematic equity portfolio that should outperform in high inflation periods and underperform in low inflation periods.

Read the full article entitled “A Machine Learning Approach to Constructing an Inflation-Themed Equity Portfolio” here.

Read more of their research here, and subscribe to directly receive the latest research from Two Sigma, for the topics you choose, in your inbox.

 

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