{"id":59544,"date":"2017-08-18T09:56:08","date_gmt":"2017-08-18T13:56:08","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=59544"},"modified":"2017-08-18T09:56:08","modified_gmt":"2017-08-18T13:56:08","slug":"two-sigma-risk-premia-strategy-keeping-its-head-just-above-water","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/08\/2017\/two-sigma-risk-premia-strategy-keeping-its-head-just-above-water.html","title":{"rendered":"Two Sigma Risk Premia Strategy Keeping Its Head Just Above Water"},"content":{"rendered":"<p>(Valuewalk) In a market environment where CTA and algorithmic strategies are struggling, systematic investment manager Two Sigma is no exception. In a July 13 letter to investors reviewed by ValueWalk, the Risk Premia strategy that manages factor exposure was up a scant 0.06% after suffering losses of -1.16% and -0.29% in May and June respectively. The mediocre Risk Premia strategy performance comes as the AQR Style Premia Alternative Fund is up 4.33% year to date basis July 31. <\/p>\n<p><a href=\"http:\/\/www.valuewalk.com\/2017\/08\/risk-premia-strategy\/\">To read this article: <\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Valuewalk) In a market environment where CTA and algorithmic strategies are struggling, systematic investment manager Two Sigma is no exception. In a July 13 letter to investors reviewed by ValueWalk, the Risk Premia strategy that manages factor exposure was up [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-59544","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/59544","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=59544"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/59544\/revisions"}],"predecessor-version":[{"id":59545,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/59544\/revisions\/59545"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=59544"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=59544"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=59544"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}