Assessing the Availability and Reliability of Daily Hedge Fund Returns

Summary

The document discusses whether hedge fund databases provide daily returns. One response argues that official prices are generally monthly because subscriptions and redemptions are commonly monthly, and advises caution toward daily figures. It names HFRX as a source publishing daily numbers. Other replies mention historical or possible data sources, including HedgeFundnet, BarclayHedge, and a provider whose owner discloses that affiliation.

The key lesson is to distinguish reported daily data from official fund valuations and to assess how a series is produced before using it. The thread offers leads rather than a systematic provider comparison: it gives no coverage details, methodology, sample data, verification, or current availability. Daily figures may therefore require scrutiny for whether they represent official prices, estimates, or another reporting convention. The responses are informal and potentially dated, so the named sources should not be taken as an endorsement or a guarantee of access.

Key ideas

• The discussion says many hedge funds publish official prices monthly in line with subscription and redemption schedules.
• Daily return series should be examined carefully because their status and calculation may differ from official prices.
• HFRX is cited as publishing daily figures.
• Other replies name several possible data sources but provide little detail about coverage or methodology.
• The thread does not verify current provider availability or the quality of any series.

Tags

# Hedge fund database with daily data


# Hedge fund database with daily data












I am looking for a hedge fund database that provides returns daily. Is there any data provider that gives daily data?

## Answer by user3264325 (score 3)

https://quant.stackexchange.com/a/11520

Most hedges funds only allow monthly subscriptions and redemptions; which means they will only publish official prices on a monthly basis.

If someone does publish daily data view it with suspicion.

Having said that HFRX publish numbers on a daily basis.

## Answer by Tom Au (score 1)

https://quant.stackexchange.com/a/11514

I used to use a source called HedgeFundnet, which was acquired by Evestment in 2011.

## Answer by pincopallino (score 1)

https://quant.stackexchange.com/a/11519

I am not sure about daily data, but you could have a peek at barclayhedge

## Answer by Nilsson Hedge (score 1)

https://quant.stackexchange.com/a/63083

NilssonHedge.com offers access to daily return data. Full disclosure, I am the owner of the site.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.