We love to solve hard problems. Sharing ideas is integral to how we do it.
Bolted is a new architecture for a bare metal cloud with the goal of providing security-sensitive customers of a cloud the same level of security and control that they can obtain in their own private data centers.
This Street View proposes a method for teasing election-related risk out of options prices and tests it against FiveThirtyEight’s 2018 election forecasts based on polls and fundamental data.
An overview of Flint, an open source library Two Sigma developed to enhance Spark’s functionality for time series analysis.
The MiSoSouP algorithm provides a novel way to identify interesting subgroups in a dataset accurately and efficiently.
An overview of the Two Sigma Factor Lens, designed for analyzing multi-asset portfolios and derived from returns of broad, liquid asset class proxy indexes.
A Two Sigma engineer explains how how Ibis works with BigQuery to provide an elegant and flexible Python interface for composing SQL queries.
Two Sigma researchers highlight several papers from ICML 2018 that they found particularly novel, practical, or otherwise compelling.
The author walks through how to build a metrics system for a high performance data platform, taking a look at some of the important factors to consider when choosing what open source offerings to use.
Two Sigma researchers provide an overview of some of the most interesting lectures and sessions at JSM 2018, and highlight some of the most important challenges statisticians face going forward.
We constructed a Chinese trade sensitivity factor and examined how it responds to developments in the evolving US-China trade dispute.