Sign up to receive the latest Insights posts in your inbox.

Subscribe
  • 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.

  • Data Science
  • Markets & Economy

Making Sense of the Sharpe Ratio

Two Sigma’s Labs team recently performed an in-depth survey of the extensive literature on the Sharpe ratio and published its findings in a new Technical Report.

  • Data Science

Learning and Memorization

In the machine learning research community, it is generally believed that there is a tension between memorization and generalization. This paper examines the extent to which this tension exists, by exploring whether it is possible to generalize by memorizing alone.