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Hello all,
Is the short interest data from FINRA available for a backtest? Reported every couple of weeks:
https://www.finra.org/filing-reporting/short-interest
Thanks
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Rahul Chowdhury
Hi Ted,
QuantConnect doesn't provide short interest data by default. However it is possible to import short interest data into Lean as custom data, which can then be used to create trading signals. Keep in mind, Lean does not model interest, including interest on short positions. This means that the short interest data can't be used to model interest on your positions, and can only be used to create trading signals.
Best
Rahul
Ted Murphy
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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