Fund Manager Data

A simulated data set containing the returns for 2,000 hedge fund managers.

from ISLP import load_data
Fund = load_data('Fund')
Fund.columns

Index(['Manager1', 'Manager2', 'Manager3', 'Manager4', 'Manager5', 'Manager6',
       'Manager7', 'Manager8', 'Manager9', 'Manager10',
       ...
       'Manager1991', 'Manager1992', 'Manager1993', 'Manager1994',
       'Manager1995', 'Manager1996', 'Manager1997', 'Manager1998',
       'Manager1999', 'Manager2000'],
      dtype='object', length=2000)

Fund.shape

(50, 2000)

Fund.columns

Index(['Manager1', 'Manager2', 'Manager3', 'Manager4', 'Manager5', 'Manager6',
       'Manager7', 'Manager8', 'Manager9', 'Manager10',
       ...
       'Manager1991', 'Manager1992', 'Manager1993', 'Manager1994',
       'Manager1995', 'Manager1996', 'Manager1997', 'Manager1998',
       'Manager1999', 'Manager2000'],
      dtype='object', length=2000)