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Application Software |
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The HedgeAnalysis application version 2.2 is now available to registered users and subscribers. This is a limited period trial valid until June 30, 2004. Users of previous versions should upgrade. |
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HedgeAnalysis is compatible with both Windows and Macintosh operating systems. The application is built using Microsoft Visual Basic and requires a full installation of Excel 97 for Windows or Excel 98 for Macintosh or later. |
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| Download the full HedgeAnalysis v 2.2 zip file. Recommended for new users. | |||
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This zip file includes the HedgeAnalysis v 2.2 application, a user manual in PDF format, a sample Dataset file and Settings files for worked examples. The total download is approximately 1.8 Mb. HELP |
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| Download the minimum HedgeAnalysis v 2.2 zip file. Recommended for users who are upgrading. | |||
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This zip file includes just the HedgeAnalysis v 2.2 application and a user manual in PDF format. Dataset files will need to be downloaded separately from the Dataset Archive. The download is approximately 0.6 Mb. HELP |
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Dataset Archive |
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Subscribers to the HedgeAnalysis service can download recent datasets for use with the HedgeAnalysis application. These are based on RiskMetrics "lagged" datasets which are made freely available with a time lag of approximately six months. Older datasets from the HedgeAnalysis archive are freely available to all Registered users for use with the HedgeAnalysis application, for evaluation purposes, or for analysis of historic risk statistics. Any passwords required to open these files are given in the ReadMe files in the corresponding Dataset directory listings in the frame below. Approximate file size is 1.2 Mb for recent datasets, or 2.3 or 3.5 Mb for some older files. To learn more about Subscriptions please contact: Info@HedgeAnalysis.com. |
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Literature |
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Hedge Funds and Modern Portfolio TheoryA short discussion document on the issues faced when applying portfolio theory to hedge funds. |
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The Limitations of Traditional Linear Programming ModelsA review published in July 2000, which discusses the measurement problems which severely limit the usefulness of traditional linear programmes for the purposes of efficient portfolio design. |
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UK Balanced Fund ReportA review published in May 2000, which analyses the various design factors contributing to the low efficiency of typical UK "balanced funds". |
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The Optimally Hedged Global Index FundA discussion document published in December 1999, which addresses the issues faced in the design of an efficient portfolio. |
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