- Data Science
MiSoSouP: Extracting the Most “Flavor” from a Dataset
The MiSoSouP algorithm provides a novel way to identify interesting subgroups in a dataset accurately and efficiently.
Insights
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.
- Markets & Economy
Introducing the Two Sigma Factor Lens
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.
- Technology
Ibis and BigQuery: Scalable Analytics with the Comfort of Python
A Two Sigma engineer explains how how Ibis works with BigQuery to provide an elegant and flexible Python interface for composing SQL queries.
- Data Science
ICML 2018: Our Favorite Papers on Deep Learning, GANs, Optimization, and More
Two Sigma researchers highlight several papers from ICML 2018 that they found particularly novel, practical, or otherwise compelling.
- Technology
Engineering with Open Source
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.
- Data Science
Highlights of the 2018 Joint Statistical Meetings
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.
- Markets & Economy
Measuring the Impact of the US-China Trade War
We constructed a Chinese trade sensitivity factor and examined how it responds to developments in the evolving US-China trade dispute.
- Technology
Sundial: Harmonizing Concurrency Control and Caching in a Distributed OLTP Database Management System
Distributed transactions suffer from poor performance due to two major limiting factors. First, distributed transactions suffer from high latency because each of their accesses to remote data incurs a long network delay. Second, this high latency increases the likelihood of contention among distributed transactions, leading to high abort rates and low performance. The authors present Sundial, an in-memory distributed optimistic concurrency control protocol that addresses these two limitations.
- Data Science
The Future of Database Management: An Interview with CMU’s Andy Pavlo
An interview with Andy Pavlo, an assistant professor of databaseology in the Computer Science Department at CMU to discuss his current research and outlook on the future of database management.
- Technology
The Halite Global AI Programming Competition in Google Cloud for Google Cloud NEXT
This presentation surveys the principles needed for a successful AI programming competition and describes the architecture of the game environment, particularly the support that GCP provided for the support of 12 million game executions written in over 20 programming languages.