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  • Markets & Economy

Diagnosing the Recent Decade of Drawdown in Value

A new Two Sigma paper investigates why value stocks, as traditionally measured, have underperformed since the global financial crisis of 2008—and proposes a potentially more effective way to identify them.

  • Markets & Economy

Share Buybacks: A Brief Investigation

We examine whether the rise in stock buybacks has artificially propped up equity prices, suppressed market volatility, and weakened corporate balance sheets.

  • 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.