Nomura launches hedge fund replication indexes

Clare Dickinson
02 Mar 2010

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Nomura has launched a series of hedge fund replication indexes in partnership with Hedge Fund Research (HFR), aiming to replicate the high returns generated by hedge funds in a more transparent way.

The HFRq Hedge Fund Replication Long Index and the HFRq Hedge Fund Replication Short Index are based on the HFRI Fund Weighted Composite Index. Unlike most hedge fund replication indexes, which are backward-looking and use historical data, the indexes use a forward-looking measure and risk metric

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