When market makers price options on hard-to-borrow equities, they include the cost to borrow the underlying equity that their broker is going to charge them to sell the security short to hedge. I'm ...
Is there any research on the equity return performance of hard-to-borrow securities? Many shops will simply screen for hard-to-borrow and eliminate these names from their short book. Anecdotally, ...
Few quick questions on how locates work. How do brokerages charge for locates? They charge based on volume? How long you need the locate (I assume an one day is max)? Do the brokerages ...
Due to the ongoing turmoil in the financial markets a short-selling ban is being considered (again, one has to say, but this time in Europe): ...
I would like to backtest a short-equity strategy. I'm looking for historical data on the availability of shares and cost to short certain stocks. Does anyone know of such data being available ...
What is meant by a structural short in this context: "First lesson: Valuation shorts are pretty difficult. Look for structural shorts instead." Link
https://www.google.com/finance?q=NYSE%3AAOL&ei=yZCpUODEMsKqqgHPzQE Previously, I assumed "Inst. Owned" meant the percentage of the company's stock that was owned by the company (viz. not ...
I have a backtesting system that I've been tinkering with for a while and I'm trying to improve the quality of my shorting system. How can I make a reasonable guess whether or not a stock would have ...