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Venn is a factor-driven investment and portfolio analytics platform.

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About Venn

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.

 

A clearer portfolio view

Leverage the power of Two Sigma research.

Employing a risk factor lens to allocate capital can lead to a more thoughtful and diversified portfolio.

 

Explore Factors

Features Overview

Better understand the risks and opportunities within your portfolio.

Factor Analysis

Categorize the drivers of risk and return in your investment or portfolio.

Venncast

View current investment and portfolio performance estimates before actual returns are available.

Drawdown Analysis

Understand which historical periods, if repeated today, could create a drawdown in your portfolio.

Correlation

Understand how existing or potential investments may be correlated to others in your portfolio.

Optimization

Quickly generate and compare portfolio allocations tailored to your unique objectives.

Blog

Check out our latest posts.

Forecasting Factor Returns

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.

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Check Out the New Venn!

We are delighted to announce the release of the latest version of the Venn platform! Our latest release makes it easier than ever to conduct various analyses on investments and portfolios. We have also improved Venn’s navigation and added a richer factor education section.

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Using Venn to Accelerate Manager Evaluation

This guide shows how Venn can help investors accelerate the overall manager evaluation process by providing analytics that assess whether a manager seems to be in line with its stated objective and style and how a manager can potentially fit in their portfolio.

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