Hedge Fund Research
TrimTabs/BarclayHedge Hedge Fund Flow Report
The TrimTabs/BarclayHedge Hedge Fund Flow Report is released during the first week of each month. It is based on the BarclayHedge database, which covers more than 5,500 hedge funds, or one-third of the entire hedge fund universe. This new product is one of the few sources of monthly hedge fund flow data available.
The report breaks out hedge fund flows into flows from direct investors and flows from funds of hedge funds. It also reports the flows of fourteen hedge fund categories, such as Convertible Arbitrage, Equity Market Neutral, and Fixed Income. Flows are provided for the current month, the year to date, and the past twelve months. In addition, the report shows the assets in all hedge funds and the assets in each of the fourteen hedge fund categories.
Finally, the report analyzes the correlation between hedge fund flows and hedge fund returns, the cross-correlation of the flows of hedge fund categories, the correlation of the returns of hedge fund categories to the S&P 500, and the cross-correlation of the returns of hedge fund categories.
An annual subscription to this product includes historical flows since 2000 in spreadsheet format as well as twelve monthly updates. Since the BarclayHedge database relies on non-regulated data reported directly by hedge funds, our estimates of hedge fund flows are less certain than our estimates of mutual fund flows.
For more info regarding the report, please visit the TrimTabs Flow Report page on the BarclayHedge website.
To purchase and download the report directly from BarclayHedge,click here