We love to solve hard problems. Sharing ideas is integral to how we do it.
Whether an idea directly applies to our work or is simply interesting, we voraciously consume cutting-edge research—and contribute thinking of our own.
The Two Sigma Client Solutions team uses reverse optimization to build forward-looking return estimates for major asset classes and compare their forecasted returns to their historical realized returns.
A new Two Sigma paper investigates why value stocks, as traditionally measured, have underperformed since the global financial crisis of 2008—and proposes a potentially more effective way to identify them.
We measure the Euclidean “distance” between today and all other periods going back to 1990 using a model of market, economic, and confidence indicators.
We examine how two key concepts—constraints and diversification—can help investors better understand how financial panics can occur.
Two Sigma researchers provide an overview of notable machine learning papers and presentations from NeurIPS 2019.
A Two Sigma product manager offers perspective into the nature of the two roles, as well as a reference point for those wondering which career path makes the most sense for them.
Two Sigma researchers and engineers review some of the most fascinating and offbeat papers and presentations from Strange Loop 2019 and Papers We Love 2019.
Two Sigma researchers highlight a few particularly insightful papers, talks, and presentations from ICLR 2019.
A Two Sigma software engineer shares her insights on how jobseekers can make the most of the Grace Hopper Celebration experience.
We examine whether the rise in stock buybacks has artificially propped up equity prices, suppressed market volatility, and weakened corporate balance sheets.