
Nomura incorporates stress tests into hedge fund replication indexes

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
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