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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.

One Investor’s Alpha is Another Investor’s Risk

We use an illustrative example to demonstrate that the “alpha” of a manager may be lower than initially expected.

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The Largest Risk Drivers of Portfolios

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.

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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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