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  • 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.

  • Data Science

The State of Open Data on School Bullying

How much of a problem is school bullying in NYC? The answer depends on who you ask. Data Clinic volunteers compared local surveys (where many students say bullying is happening) with federal data (where a majority of schools report zero incidents), to analyze these disparities for the 2013-14 school year.