Research topic
13F institutional holdings
2 FinzData report(s) on 13F institutional holdings.
13F holdings to alpha signals
8,856 managers filed 13F in 2026Q2 reporting $82.3tn in long positions. The report shows how holdings, macro, liquidity and flow data are used for alpha signals and factor models.
Quant models and market regimesEquity strategy and factorsLiquidity, leverage and margin debtFederal Reserve and monetary policyShort interest alpha signal FINRA 2018-2026
Short interest has not been dependable alpha since 2018. Most shorted decile by days to cover trailed average by 2.3% a year broad, 1.1% liquid, with t stats -0.82 to -0.48. Long short lost 4.5% a year.
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