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Assessing traders performance in that context is I believe quite similar to assessing Hedge Fund's performances (especially market-neutral): there is no obvious direct index for this, and it will always be tougher than for long-only equity funds obviously. However, I did use an index called HFRX Macro: Currency Index, which is basciallyl an aggregate of ...


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In general, no such index exists as where with stocks you are just holding most of the major players with currencies you are always making a long/short bet. A common EUR futures position, for instance, is really a long EUR/short USD bet. Still if your managers are USD denominated holding (long-only) a basket of foreign currencies the already mentioned ...


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@emcor I would suggest downloading the Stock's daily Prices & then downloading Shares Outstanding or average shares outstanding. Then find the product of the two to arrive at market caps. I don't know how reliable quandl's data is or if they have shares outstanding data, but if they do this can probably be done using R code since you will be downloading ...


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I am not familiar with indexes for private equity or venture capital. For hedge funds, there are various indexes, with the best-regarded ones provided by HFR. They include an investable index. I happen to believe these indexes, even the investable one, are of very limited use at best. Many hedge funds are closed, meaning they are not taking in new money. ...


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I don't do TRI, so I may be wide of the mark, but: Euribor is not an instrument. It originated as a fixing to reflect the cost of borrowing for a term (here 3m) in the interbank market. But it is not an instrument, so there is no return to reinvest, nor an instrument to reinvest in. Instruments that do depend on 3m Euribor are FRAs, Futures, IRS, and then ...



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