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.
Check out our latest posts.
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.
This post explores how a factor-based approach can help investors uncover overlapping risks in portfolios and improve diversification.
This guide shows how one can use Venn to conduct four workflows commonly performed in Excel: (1) factor analysis, (2) investment evaluation, (3) portfolio stress testing, and (4) portfolio optimization.