Can anyone point me to some Hedge Fund index data - daily levels of the HFRX or something similar, that is available for free and has history back to 2007? The data available through my broker seems to only go back to beginning of 2010.
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You can download EDHEC's indexes for free. You just need to create an account on their site (which is worth doing to get their research).
Some of their data is also bundled in the PerformanceAnalytics package in R.
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$\begingroup$ Thanks Shane! Can't seem to find any daily series, but monthly will work for this analysis. $\endgroup$ Commented Aug 2, 2011 at 15:47