I came across a Financial Times article today that said "Peaks in margin trading have been a precursor to bear runs in the past, notably in March 2000 and July 2007."

I'm curious if anyone here would know if there is a common data source to get an aggregate sense of how much margin investors are taking on? Or is this just something that we might infer from interest rates in the economy? Historical data would be especially awesome of course.

It would also be interesting to hear if anyone has ever backtested a strategy using something like this, and if so how it worked out.


1 Answer 1


This is an interesting topic. I assumed that you are looking for a public data source.

Here is the margin data as reported by NYSE organizations (nyxdata) that offers a downloadable file.

Here is the page of FINRA for Margin Statistics. This is an HTML page, I did not find a link to download a data file. You can validate the two sources against each other.


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