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  • Markets & Economy

Options Pricing as a Measure of US Election Risk

This Street View proposes a method for teasing election-related risk out of options prices and tests it against FiveThirtyEight’s 2018 election forecasts based on polls and fundamental data.

  • 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.

  • Markets & Economy

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.