Two Sigma

Key Takeaways: 5 Favorite Insights from 2023
  • 1 year ago

A look back at five of the Two Sigma Insights posts that sparked our—and our readers'—curiosity the most in 2023.

Systematic and Discretionary Macro: Better Together
  • 2 years ago

Over the past ~15 years, a blend of systematic and discretionary macro funds delivered a higher Sharpe ratio than either approach alone.