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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’s 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.

Factor Selection Case Study

We demonstrate how a two-step approach to factor analysis can enhance the interpretability and accuracy of factor analysis.

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Venncast Report

Allocators often receive fund performance on a delayed basis, notably for non-public funds. Understanding timely portfolio performance can therefore be challenging.

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Using Venn to Analyze Risk Premia Strategies

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. 

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