Venn is a factor-driven investment and portfolio analytics platform.
Built for allocators, by Two Sigma.
Venn combines Two Sigma 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.
Check out our latest posts.
We use an illustrative example to demonstrate that the “alpha” of a manager may be lower than initially expected.
In investing, the main drivers of risk in institutional portfolios are typically the macro factor risk exposures. While selecting individual securities may add value on the margin, asset allocation generally steers a portfolio over the long-term.
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.