We love to solve hard problems.

Sharing ideas is integral to innovation. Whether an idea directly applies to our work or is simply interesting, we voraciously consume cutting-edge research—and contribute thinking of our own.

Data Science, Markets & Economy

A Machine Learning Approach to Regime Modeling

The authors offer a data-driven approach to modeling market regimes by applying a Gaussian Mixture Model (a machine learning method) to the factors in the Two Sigma Factor Lens.

Recent News

Two Sigma Impact Partners with Workforce Solutions Leader Eclipse Advantage

Two Sigma Acquires Data Partner Liberty Source

Two Sigma Impact Partners with Pediatric Therapy Leader Circle of Care

Bloomberg: Roundtable with Japan’s Minister Kono and Two Sigma’s David Siegel

The Association for Computing Machinery names recipient of the 2021-2022 Athena Lecturer Award

Two Sigma Impact and Avance Investment Management Acquire Leading B2B E-Commerce Purveyor Wholesale Supplies Plus

Policy, Work & Careers

PBS Series: David Siegel on the Future of Work

In a new PBS documentary series, Two Sigma Co-Chair David Siegel shares perspectives on how to address the challenges U.S. workers face from globalization, automation, the Covid-19 pandemic, and more.

Engineering, Work & Careers

Gyms for the Mind: Two Sigma’s Hacker Labs

What does connecting a 1930s-era teletype machine to the internet have to do with financial services? Or building a NASCAR simulator have to do with modeling or machine learning? More than you might think!