Research topic
Short interest
1 FinzData report(s) on Short interest.
Short 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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