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Lipper Tass Academic Hedge Fund Data

Published by Mark Bodnar

We are very pleased to announce that SFU researchers now have access to Lipper Tass Academic Hedge Fund Data.  This dataset offers quantitative performance data (anonymized) on over 6,300 actively reporting Hedge funds and Funds of Hedge Funds, plus over 7,000 graveyard funds that have closed, liquidated or stopped reporting for any reason. Data themes include:

  • Essential fund profile data including fund strategy, inception date, fund domicile and much more
  • Full historical monthly price and performance, dating to fund inception
  • Additional tables include Indices, Stock and Trading Exchanges, and background information such as Fund Structure, Fees, Leverage, and more.

Access is via our ABACUS data interface. You can download regularly-updated zip files of both the graveyard and live research data files once you have logged into ABACUS. Note: our subscription to this dataset will expire on March 1st, 2015, with any extensions reliant on funding availability. At present, there is no guarantee of an extension. We would love to hear what the impact of having this data has on your research.  If you publish articles or speak at any conferences regarding research done with this hedge fund data, please do let us know! Such information will help us as we consider similar short-term data licenses in the future. Please contact Mark Bodnar, Business Librarian: mbodnar@sfu.ca or Carla Graebner, Economics Librarian: cgraebne@sfu.ca with any comments or questions.