Introducing Pandas UDFs for PySpark

A Two Sigma researcher introduces the Pandas UDFs feature in the upcoming Apache Spark 2.3 release, which substantially improves the performance and usability of user-defined functions (UDFs) in Python.

JSM 2017 Experiences

A group of Two Sigma statisticians highlight a selection of interesting talks and presentations from the 2017 Joint Statistical Meeting.

CTA and Macro Momentum Exposure

Momentum has been a consistent component of CTAs since 2004, but its influence on CTA performance remains lower than it once was. This highlights the potential importance of measuring both manager-specific and overall portfolio exposures in risk terms.

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