Quantifying “Unconventional” Risks in 2018

Entering 2018, it may be worth keeping an eye on “unconventional” risks, including monetary policy risk, political risk, and geopolitical risk. This article examines one way of measuring such risks and shows how they may interact with both equity prices and volatility.

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.

Life at Two Sigma

We’re rigorous about our work and developing our people.

Learn More