Two Sigma’s development model consists of a unique blend of industry practices that combine to form a system that creates and implicit level of quality in all of the code we write. Here’s how we do it.
Investors seem to expect benign market conditions to continue, but they should remain aware of the historical tendency for rapid, positive shifts in volatility measures to occur.
Writing in the Wall Street Journal, Two Sigma co-founder David Siegel argues that embracing the scientific method in investment management brings much-needed rigor to the process, while helping to counteract common but harmful biases.
This presentation discusses each part of the durable storage stack, from the hardware on up, and how usage numbers can take on different meanings at each layer. It covers what's important to know at each layer, and how to think about and talk about concepts like compression, fragmentation, write amplification, and wear leveling. Finally, it examines different ways benchmarketers present data deceptively, and provides some techniques for identifying and cutting through those kinds of misrepresentations.
Apache Arrow-based interconnection between various big data tools (SQL, UDFs, machine learning, big data frameworks, etc.) enables you to use them together seamlessly and efficiently,
Currency risk is embedded within CDS prices; if a country defaults, the value of its currency is likely to drop, to the detriment of investors with CDS exposure to that currency. The recently widening gap between European sovereign CDS priced in EUR and those priced in USD may therefore herald rising distress for the European Union as a whole.
Speed and repeatability are crucial in machine learning, but the latter is not guaranteed in TensorFlow. A Two Sigma researcher demonstrates a workaround to attain repeatable results.
The author introduces REST services and details how to design a REST API that is easy and pleasant to use.
The Information Age has transformed and brought spectacular advances to a wide range of industries, from medicine to transportation and beyond. Investment management has been by some measures slower to evolve, but it, too, is changing.
The pricing of corporate credit can be succinctly understood via the credit-implied volatility (CIV) surface.