# `proshares_analysis_data.xlsx`

HFRI hedge-fund series, Merrill Lynch factors, and other data for the ProShares ETF case study.

| | |
|---|---|
| **Source** | **BB** — Bloomberg Terminal |
| **Years** | 2011-2025 |
| **Frequency** | M |
| **Vintage** | Rolling — refreshed by re-running the builder |
| **Rebuild** | `build_data/Build BB - ProShares Analysis.ipynb`<br>`build_data/Build Data ProShares Analysis Bloomberg.ipynb` |
| **Provenance** | Input to the registered hedge_fund_replication_data.xlsx. |

## Used in this book

- [ProShares Replication](../case_studies/ProShares%20Replication.ipynb) — Linear Factor Decomposition (Case Studies)

## Files in this book

- `proshares_analysis_data.xlsx`