Venn is a factor-driven investment and portfolio analytics platform.
Built for allocators, by Two Sigma.
Venn combines Two Sigma’s expertise in quantitative finance with groundbreaking data visualization that can help allocators accurately and efficiently achieve their long-term goals.
Leverage the power of Two Sigma research.
Employing a risk factor lens to allocate capital can lead to a more thoughtful and diversified portfolio.
Better understand the risks and opportunities within your portfolio.
Categorize the drivers of risk and return in your investment or portfolio.
View current investment and portfolio performance estimates before actual returns are available.
Understand which historical periods, if repeated today, could create a drawdown in your portfolio.
Understand how existing or potential investments may be correlated to others in your portfolio.
Quickly generate and compare portfolio allocations tailored to your unique objectives.
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We demonstrate how a two-step approach to factor analysis can enhance the interpretability and accuracy of factor analysis.
Allocators often receive fund performance on a delayed basis, notably for non-public funds. Understanding timely portfolio performance can therefore be challenging.
Venn uses the Two Sigma Factor Lens to analyze how the SG Multi Alternative Risk Premia Index’s factor exposures and residual may have contributed to its poor performance in 2018.