General Discussion · Daily Short Interest data
|
guspenskiy13 msg #123294 |
3/21/2015 3:01:34 PM
As far as I know both NYSE and NASDAQ present short interest data twice a month...with a delay of two weeks I believe...
While it is certainly something to look at; it also seems interesting to watch percent of shorts to the float on a daily basis....
I have been searching around and did not find much....maybe someone can suggest or elaborate on this topic...
What I have found:
1) http://shortanalytics.com/
Nice little web-site with short-interest data dating up to late 2011 and an interactive price/short interest chart. Unfortunately, it only
uses BATS data; therefore the statistics are not 100% accurate...(for past friday it shows 66kk for SPY while in reality it is 177kk)
2) http://www.shortvolume.com/
This web-site presents the data in a chart with maximum look-back of around 4 years as well. While I liked it less than
shortanalytics; it uses data that was reported by Nas/NYSE/OTC to FINRA - therefore I assume it should add to the existing
data from BATS (shortanalytics).
_______________________________________________________________________________________________
And this is all what is available on the web right now - exchanges are required to report daily volumes by SEC, but
unfortunately (on purpose?) it is done in a *.txt format with 3000 pages a day worth of trades - complete lack of structure.
So if someone could help on the topic of the daily short interest data - that would be great.
|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #123247 modified |
3/18/2015 11:06:51 AM
Recent developments in SPX are no good....
I have been in XIV since mid-December quick sell-off, saw ups and downs but hesitated to take any action about it in fears that it
will just run away as I pull money out; wanted it to be a long play. I was thinking of taking it out in late April or May, since
seasonally it's a strong time. What are you guys thinking?
|
Stock Picks and Trading · Mactheriverrat predictions.
|
guspenskiy13 msg #123246 |
3/18/2015 10:57:09 AM
It makes a bit more sense to focus on un-leveraged regular ETF (RSX) instead of triple-bear RUSS?
P.S.
Russia does not correlate with crude that hard anymore...there could be potential going into next 1-1.5 years if sanctions get lift off and pressure lifts off Ukraine...
|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122861 |
2/16/2015 7:52:28 PM
Eman, strong reasoning - but all good things are coming to an end. Do you think it's overbought and hyped up?
I've read somewhere that a good time to sell the market is when even the most passive/pessimistic investors are pouring the money in.....Apple was the most popular stock in 2014 already....it's hyped up and pumped by buy-backs...
I'm still on side-lines....here are just some fun technical facts:
1) $130 is 161.8 for the 50% pull-back and other minor pull-back.
2) Difference from ema(200) at the 2-year resistance which resulted in at least 5% pull-back during past five occurences.
3) 2-year LRC 1SD boundary is even closer than in late November.
moar:
1) Short interest 03/31/2014: 155 mil. Short Interest 1/30/2015: 59 mil. Talk about a short-squeeze. It actually grew for the first time in the first half of January only to get squeezed again..
2) P/C ratio... $115 will be an entertaining level.
3) Goldman is selling...lol...little more than 27 million shares all-together...for the past quarter
P.S.
Selling Apple naked...idk..for now.....selling Apple/buying S&P....seems reasonable.
|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122824 modified |
2/12/2015 3:46:16 PM
short the apple? or not yet?
short the apple and long spy? some beta arbitrage...
the odds for apple to have 5 up days in a row are ....2.7027%
the odds for apple to have 5 up weeks in a row are ....3.6%
|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122809 |
2/11/2015 4:44:27 PM
Icahn clearly didn't see this graph

|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122807 modified |
2/11/2015 4:19:22 PM
RUT...late February to April is the second highest probability seasonal period...given the recent under-performance under strong resistance......hmm
|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122772 |
2/6/2015 2:57:25 PM
I am concerned with the today's VIX movement vs. S&P. Just way above the average.
|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122719 modified |
2/2/2015 11:16:49 AM
Just a funny post...smallcaps...march-december

|
Stock Picks and Trading · Intraday Alerts
|
guspenskiy13 msg #122673 |
1/29/2015 12:00:19 PM
"We are in a shitty situation right now. ~4.8% range with clear support and resistance. If today won't fill...that might be a breakaway"
Someone should ran some stats on the consecutive S&P performance after a gap down near/below previous sessions low. The odds might be significant
|