An overview of IHS Markit - Short Interest
IHS Markit delivers comprehensive securities lending data daily, to provide support for investment decisions, asset allocation, and risk management. With more than $25 trillion of global securities in the lending programmes of over 20,000 institutional funds, IHS Markit global securities financing data, providing market leading analytics on short seller demand, supply, and borrowing costs.
IHS Markit provides holistic transparency into short interest dynamics to support investment decisions, asset allocation, and risk management. Along with 3 million intraday transactions dating back more than 14 years. IHS source our data directly from industry participants.
Delivery mechanismCloudDeployed/Onsite Servers
Features & Benefits
What you get with IHS Markit - Short Interest
- Investment insight: Analyse long and short fund flow activity at stock, sector and market level; identify potential to support investment decision making, identify potential factor turning points and manage portfolio risk adjusted returns.
- Quantitative signals: Improve multi-factor model performance. Uncorrelated with traditional quantitative factors. Improve back-test simulations with borrow cost and availability information.
- Holistic view on short interest: Combine securities lending flow with exchange reported and publicly disclosed short positions. Average short interest across corporate issues, to provide an aggregate view across the capital structure.
- Risk management: Track changes in institutional fund flow and identify portfolio exposure to both downward price reversals and short squeezes. Identify concentration risk and recalls.
- Trading transparency: Refine trade entry and exit points, understand the availability of borrow, the concentration of supply, and benchmark your cost of carry.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
- Data Formats:
- Delivery Mechanisms:
- Deployed/Onsite Servers
- Service Frequencies:
DETAILED DATA SUPPORT
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