Fed and ECB data shows that the level of disagreement across forecasters today is within the historical norm, but uncertainty appears higher than ever, particularly in Europe.
TRIÈST is a suite of sampling-based, one-pass algorithms for approximate triangle counting from fully-dynamic edge streams.
Europe’s fiscal outlook appears in some ways worse today than in March 2012, potentially raising the prospect of financial shocks and higher credit default risks.
In a comment letter to the CFTC, we explain in detail why intellectual property protections matter and how regulators can help keep vital information secure.
An analysis of recent search volume shows that Brexit may affect assets related to longer-term economic effects more than assets tied to monetary policy.
The author introduces Huohua, Two Sigma’s implementation of highly optimized time series operations in Spark.
A Two Sigma quantitative engineer walks through a paper on the history of formulas for computing meta-statistics on any distribution.
Comparing big graph centrality measures, approximation algorithm quality guarantees, and the trade-offs and scalability behaviors of distributed algorithms.
Applying a natural language processing algo to Fed meeting minutes shows a sharp post-crisis rise in the amount of time the Fed spent discussing financial markets.
Seemingly subtle differences in the precise definition and construction of a risk factor can create meaningful divergences in its performance.