Venn by Two Sigma’s analytics platform is merging it offering with SimCorp to provide Axioma’s equity factor models alongside Venn’s factor analytics to investors managing multi-asset portfolios.
“This partnership represents an exciting milestone in our journey as we strive to identify cutting-edge innovations in the market that can further empower Venn clients with exceptional multi-asset portfolio technology, while maintaining operational simplicity,” said Marco Della Torre, CEO of Venn by Two Sigma. “SimCorp’s global perspective and advanced Axioma modeling technology align exceptionally well with Venn’s vision of empowering institutional investors and advisors with financial science technology.”
Axioma, which is now part of SimCorp, is well known for its factor models. Venn by Two Sigma is a multi-factor risk analysis platform that serves asset owners, wealth managers, advisors and consultants/OCIOs of all sizes. It was launched by alternatives firm Two Sigma in 2017 to help investors perform factor-based risk analysis to inform traditional workflows including portfolio analysis, manager due diligence, scenario analysis, proposal generation and performance reporting.
“Venn’s passion for fusing together data-driven risk analysis and innovation make it a natural fit for SimCorp and our Axioma offering,” said Chris Sturhahn, chief product officer for Axioma solutions at SimCorp.
Venn’s clients now will have access to the latest version of the Axioma US Equity Factor Risk Models, alongside the Worldwide Equity Factor Risk Models within Venn’s 18-Factor Lens. The aim is to reveal unparalleled insights and quickly understand the impact of risk and expected returns in a constantly evolving environment, officials said.
“We are pleased to enter this partnership, not least because Venn’s goal to refine multi-asset portfolio management, aligns perfectly with the total portfolio vision we are building–natively integrating public and private markets into one platform,” added Sturhahn. “We look forward to enriching the client experience, with our market-leading factor risk models and to serving institutional investors and wealth managers in North America and beyond.”