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Short Interest on a stock / Universe

hi everyone,

Im looking for a way to get the short interest on specific stocks or on a universe of stocks. The data would likely come from this here:

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

The this is, I couldnt find any example on QC's website on how to pull that kind of data.

An example would be greatly appreciated.

thanks !

 

Update Backtest







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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi Stephane,

This is definitely an interesting data set! You can find a few demonstration algorithms for using Quandl data in GitHub, but I've attached a backtest below demonstrating how to import the FINRA/NASDAQ TRF Short Interest: JUST dataset from the Quandl link.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi Jack,

I just wanted to thank you for your very appreciated contribution.

I will definitly have a look at it shortly and might post my findings here (if they are worth mentioning) to help other people as well.

Thanks again!

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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