The NilssonHedge databases rely overwhelmingly on data that is disclosed into the public domain by hedge funds, distributors, and other data sources. We obtain our data using a variety of different techniques, including web data extraction, APIs, digitizers, and pdf files. And then we condense the data into fewer entities to make it easier to search. This is how we do it, but also where it may possibly go wrong:
Data gathering
Hedge fund return data used to be highly classified and was guarded with jealousy. Today, a lot of hedge funds have vehicles that are listed and where prices are freely available. We liberally use such disclosures to acquire price data for those vehicles, where and when it is feasible. Occasionally we also use other techniques to extract data from files and charts.