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 build_data/Build Data ProShares Analysis Bloomberg.ipynb
Provenance	Input to the registered hedge_fund_replication_data.xlsx.

Used in this book

• ProShares Replication — Linear Factor Decomposition (Case Studies)

Files in this book

• proshares_analysis_data.xlsx