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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.