WRDS is pleased to announce the addition of CISDM Hedge Fund/CTA Database.
This dataset is being offered by the University of Massachusetts Amherst and their Center for International Securities and Derivatives Markets (CISDM) at no charge to all WRDS subscribers for a one year period. Following the one year period, CISDM will give an option of subscribing to the data either through WRDS or directly.
The CISDM database provides information on over 3700 active Hedge Funds and over 660 active CTAs and CPOs. In addition, the database covers 3800 inactives. For each fund in the database, detailed information is provided related to investment strategy and style, historical monthly returns, assets under management, leverage, minimum initial investment, and fee structure.