Days to Cover

Hi,
Would there be a way to add “days to cover” info (short interest ratio) in a watchlist (without having to have Bloomberg)?
Thank you.

Hi Julius,

To build that we would need to divide the Short Interest by the average daily volume. A couple years ago we had the Short Interest numbers but the exchanges know that those figures are really important and started charging prices which we could not justify. If you ever do find another source for it, please let me know.

All the best

Mathew

Hi Mathew,

Thank you for your response.

I usually look at these sites:

  • https://www.finviz.com
  • https://www.marketbeat.com/short-interest/
  • https://www.highshortinterest.com/
  • http://shortsqueeze.com/
Thank you again.

Julius

Is the number of securities you need this for limited?

You could put the values in an excel spreadsheet and then access them that way (you will need to check with support if you have EDFs as part of your subscription).

Here is an article which explains the import process.
https://www.optuma.com/working-with-edfs-part1/

All the best

Mathew

If we’re on the same topic…

 

Be good to get short interest as an indicator in Optuma…

 

https://www.shortman.com.au/

 

Is there a line graph we can use and have this info in Optuma?

Hi Jonathan,

If you look on that site you will see the following tweets

short

This is data that the exchanges are hesitant to let anyone use. If you can find a source of data who we can legally work with, I’m, happy to explore it.

All the best

Mathew

Hi all the best place where short interest is found for free is: https://www.marketindex.com.au/short-selling

 

I agree would be great to get it into optuma and run signal test.