Nomura incorporates stress tests into hedge fund replication indexes

Mohamed Yangui, Nomura

Nomura has launched a series of hedge fund replication indexes in partnership with Chicago-based research firm Hedge Fund Research (HFR), aiming to replicate the high returns generated by hedge funds but in a more transparent and accessible 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. Most hedge fund replication indexes use historical data, but the HFRq indexes use a forward-looking measure and

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...


You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: