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from0_to_1
29 Ags 2020 pukul 03.34

Short Interest, Shs Outstanding, & Short Ratio 

NYSE:GME1D
GameStop CorporationNYSE

Deskripsi

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A brief, high level study for looking at short interest volume and it's derivative, short volume ratio.

Calculated based on the symbol lookup for short data at Quandl (Example TSLA: FINRA/FNSQ_TSLA )

Definitions:
  • Short Volume = Total number of short shares traded on the major US markets each day
  • Short Volume Ratio = Total number of short shares traded divided by the total shares traded each day (lower chart)


Dependent on quality of data from Quandl / FINRA. Author takes no liability for quality / errors etc. Use at own risk.

Catatan Rilis

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April, 2021

+ Small update to this script which solves for preferred or classed shares like `BRK.A` or `BRK.B`
+ Also updated name to more accurately reflect values which are short volume, not short open interest.
VolumeshortshortinterestSHORTRATIO
Komentar
from0_to_1
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Just published my first analysis on this indicator and how I use it + some caveats of what it IS and what it IS NOT:
(click the chart)

funkytown
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How exactly is the ratio calculated? I would like Short Volume divided by the average daily volume of the last 2 weeks.
devongillis88
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Is there a way i could alter this to make it work for the Canadian markets?
from0_to_1
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@devongillis88, this script works by utilizing the data sets published publicly here via TradingView's quandl data connector.

Link: quandl.com/data/FINRA-Financial-Industry-Regulatory-Authority

Unless the TSX or other canadian exchanges have a similar data repository available through Quandl - I don't think so. Sorry :/
devongillis88
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@golesco, thank you for the reply.
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