A brief, high level study for looking at short interest volume and it's derivative, short volume ratio.
Calculated based on the symbol lookup for short data at Quandl (Example TSLA: FINRA/FNSQ_TSLA )
Definitions:
Short Volume = Total number of short shares traded on the major US markets each day
Short Volume Ratio = Total number of short shares traded divided by the total shares traded each day (lower chart)
Dependent on quality of data from Quandl / FINRA. Author takes no liability for quality / errors etc. Use at own risk.
リリースノート
April, 2021
+ Small update to this script which solves for preferred or classed shares like `BRK.A` or `BRK.B` + Also updated name to more accurately reflect values which are short volume, not short open interest.