Data Feeds for Hedge Funds

Clean, granular and historically rich fund data engineered for quant-driven investment strategies.

MEETING YOUR NEEDS

Transform raw fund data into actionable intelligence for alpha discovery.

In data-saturated markets, hedge funds require more than surface-level insights. You need transparency into portfolio holdings, reliable historical depth, consistent classifications and frictionless delivery into your quant stack.

FE fundinfo’s Data Feeds provide multi-level look-through, 30+ years of performance history, enriched classifications and comprehensive regulatory datasets, all validated through robust governance models. The result: cleaner signals, faster strategy reconstruction and more confident model development.

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Full Portfolio Holdings (FPH)

Get complete visibility into fund positions with detailed data fields that help you spot investment trends and track how peers are shifting their allocations. See exactly what managers are buying and selling, identify emerging investment patterns, and understand how portfolios change over time. Our enriched data makes it easy to extract meaningful signals and reconstruct manager strategies.
Historical performance & ratios

Access over 30+ years of fund performance data and key metrics to test your investment strategies across different market conditions. We provide ready-to-use calculations including Sharpe ratios, drawdowns, correlations, and factor exposures so you can skip the data preparation and focus on analysis. Our complete historical datasets include funds that have closed, giving you an accurate picture of what was actually available to invest in at any point in time.
Flexible delivery options

Ingest data your way API, SFTP or flat files with configurable formats to align with your engineering and quant workflows.

Unlock deeper signals and build stronger models

Our holdings and historical datasets enable quants to extract patterns, test hypotheses and enrich models with granular exposures, derived ratios and peer-attributed intelligence.

Reconstruct peer strategies with confidence

With multi-level look-through and long-term holdings history, hedge funds can observe allocation shifts, assess style drift, benchmark exposures and reverse-engineer competitor strategies.

Accelerate research with seamless integration

Reduce time spent cleansing, reformatting and reconciling inconsistent datasets. With whole market coverage, standardised field sets, configurable formats and enterprise-grade delivery, Data Feeds integrate directly into your quant stack for better efficiency.

KEY FEATURES