edhec dataset

EDHEC-Risk Hedge Fund Style Indices

PerformanceAnalytics packageRead PDF manual
  • Maintainer: Brian G. Peterson
  • License: GPL-2 | GPL-3
  • Last published: 2024-12-09

About the dataset

  • Number of rows: 293
  • Number of columns: 13
  • Class: xts, zoo

Column names and types (First 10)

  • Convertible Arbitrage:numeric
  • CTA Global:numeric
  • Distressed Securities:numeric
  • Emerging Markets:numeric
  • Equity Market Neutral:numeric
  • Event Driven:numeric
  • Fixed Income Arbitrage:numeric
  • Global Macro:numeric
  • Long/Short Equity:numeric
  • Merger Arbitrage:numeric