Two Sigma

Two Sigma builds trading algorithms around four kinds of information:

1. Technical information (e.g., trading volumes of stocks)

2. Event-based information (e.g., credit agency actions, mergers or other news)

3. Fundamental data (e.g., corporate financial statements)

4. Alpha capture (company- or industry-specific intelligence, not publicly available per se and gathered via proprietary surveys)

David Siegel (cofounder)

"You have to formulate your big-data analysis in a way that you can understand whether or not you are over-fitting the data or actually extracting legitimate information out of the data--that is what the business is all about."

Source: Forbes