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Short Interest

Has anyone been able to find data or incorporate short interest into their strategies? I'm looking to do this but couldn't find any data sources on quantopian that provide this sort of information.

3 responses

There's also more in the Quandl BATS datasets. I'm also curious if anybody is getting anything useful out of it.

I just posted an open-source project just for this: https://www.quantopian.com/posts/short-interest-data-pipeline-for-quandl-dataset