Hedge fund databases

nikol · Post by **nikol** » Thu Dec 13, 2007 5:49 pm

What about Bloomberg NAV's? They post about 5000 HFs + FoHFs by now.

Nonius · Post by **Nonius** » Thu Dec 13, 2007 8:33 pm

But listing fund performance on BBG is a relatively new thing I think. If I wanted to look at funds that died this year, last year, .....N years ago where N is as large as possible, then I'm not sure BBG would be the right source.

I'd guess that BBG hf perf availability must be related to the exchanges on which a fund is listed. So, here in europe, a lot of funds are Irish Stock Exchange. I'm not that familiar with the situation in the States, but I suspect that your average hedge fund isn't listed on any exchange.

sfca · Post by **sfca** » Thu Dec 13, 2007 8:52 pm

May or may not be useful for what you want but there is a paper that uses live and dead hf's data at this paper and cites a database they used for the analysis.

Nonius · Post by **Nonius** » Thu Dec 13, 2007 10:26 pm

thanks. read the abstract. by the way, we measure HF return autocorrelation to assess illiquidity and/or smoothing. sometimes they're the same thing.

Crassus · Post by **Crassus** » Sat Jan 05, 2008 2:07 pm

there were two rubbish internal hf dbs at a place I know. value destroying. then there was some chump on fulltime data entry, who was doing it poorly. some funds would not oblige to send data in electronic format.

i think the desk could have afforded a vendor subscription...

edit: and of course the set of hfs is a small subset of the universe