Sold by: S3 Partners
Deployed on AWS
S3 Short Interest Enhanced Risk Analytics & Securities Financing Data provide the necessary tools to view how Short Interest, short side crowdedness, short squeezability, Financing Rates, and crowded trades affect price action. Clients rely on this dataset for accurate Short Interest analytics and to identify crowded long and short trades. S3’s data provides transparency to the true spread of the borrow / loan market, with the only unbiased bid, offer, and last rates for Securities Finance.
Overview
S3 Short Interest Enhanced Risk Analytics & Securities Financing Data
- Access the only independent Short Interest and Securities Finance data set available. Use this data to understand bearish bets, conviction levels and what is driving price action, and identify which trades are crowded and why for over 70,400 global securities.
- Eliminate delays in exchange-reported data and seamlessly integrate data into existing systems and workflows.
- Trust S3’s holistic and unbiased data collection and contribution methodology. Gain a complete dataset sourced from proprietary software and data, bank and broker inventory feeds from all major market participants, regulatory filings from every public exchange globally and an in-house service desk that performs live confirmation of intraday rates from voice brokered financing markets.
Use Cases
- Identify hidden risk in your portfolios or trading strategies
- Measure total amount of short sales in the market
- Understand borrow and shorting capacity
- Improve position sizing and timing decisions
- Explain short-term sector and factor rotation
- Identify crowding, short squeezes and market disruptions
- Minimize risk in volatile markets
Feed Details
| Description | Value |
|---|---|
| Update Frequency | Daily |
| Data Source(s) | Custody Data, Prime Broker Inventory feeds, Regulatory filings and Exchange Data. |
| Geographic coverage | Global |
| Time period coverage | Since 2015 |
| Is historical data “point-in-time” | YES |
| Are Securities identifiers "point-in-time" | YES |
| Data Set(s) Format(s) | CSV |
Feed Coverage
Asset Class | Count | Type ---- | ---- | ---- | ---- Equity | 42,000 | Securities CORP | 15,000 | Securities ETF / FUND | 9,500 | Securities GOVT | 1,900 | Securities ADR | 2000 | Securities TOTAL | 67,000 | Securities
Key Data Points
| Field | Description |
|---|---|
| Business Date | Effective date for the rate. |
| PIT Security IDs | Sedol, ISIN, FIGI, CompositeFIGI |
| Current Security IDs | Ticker, Bloomberg ID (BBGID), Name |
| Offer Rate | Market composite borrow fee paid by hedge fund borrower |
| Bid Rate | Market composite lending fee charged by custody banks to prime brokerage |
| Last rate | Market composite borrow fee for new shares (Spot Rate) |
| Short Momentum | The Short Momentum indicator measures daily shorting and covering events relative to the market float |
| Short Interest | Real-time Short Interest expressed in number of shares |
| ShortInterestNotional | Real-time Short Interest * Security Price (USD) Close as of previous Business date |
| ShortInterestPct | Real-time short interest as a percentage of equity float |
| S3Float | The number of tradeable shares including shares bought in a short selling transaction |
| SI Pct S3 Float | Real-time Short Interest / S3 float |
| IndicativeAvailability | S3 projected available shares to lend (availability) |
| S3 Utilization | Real-time Short Interest / Total Lendable quantity |
| DaystoCover10Day | Real-time Short Interest / 10-day ADTV (average daily trading volume) |
| DaystoCover30Day | Real-time Short Interest / 30-day ADTV (average daily trading volume) |
| DaystoCover90Day | Real-time Short Interest / 90-day ADTV (average daily trading volume) |
| Crowded Score | S3’s proprietary multi-factor model which ranks short crowdedness of a security based on its Short Interest, float, stock loan liquidity and trading liquidity |
| Squeeze Risk | S3’s proprietary multi-factor model which ranks the potential short squeezability of a security based on its Short Interest, float, stock loan liquidity, trading liquidity and mark-to-market profitability & loss |
| Daily MTM PL | A daily measure of entire market's Short Interest profit & loss |
| Daily NET MTM PL | A daily measure of entire market's Short Interest profit & loss including borrow cost |
| Country Exchange | Country of Exchange |
| MktSectorDesc (Market Sector Description) | This field indicates the asset class of security. For e.g.: EQUITY, CORP, ETF / FUND, GOVT, ADR. |
| UniverseType | This field indicates type of Security. For e.g.: Equities, Fixed Income. |
Highlights
- Identify hidden risk in your portfolios or trading strategies and improve position sizing and timing decisions
- Measure total amount of short sales in the market and identify crowding, short squeezes and market disruptions
- Understand borrow and shorting capacity and minimize risk in volatile markets
Details
New
Introducing multi-product solutions
You can now purchase comprehensive solutions tailored to use cases and industries.
Features and programs
Financing for AWS Marketplace purchases
AWS Marketplace now accepts line of credit payments through the PNC Vendor Finance program. This program is available to select AWS customers in the US, excluding NV, NC, ND, TN, & VT.
Pricing
This product is available free of charge. Free subscriptions have no end date and may be canceled any time.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Vendor refund policy
No Refunds Allowed
Legal
Vendor terms and conditions
Upon subscribing to this product, you must acknowledge and agree to the terms and conditions outlined in the vendor's End User License Agreement (EULA) .
Content disclaimer
Vendors are responsible for their product descriptions and other product content. AWS does not warrant that vendors' product descriptions or other product content are accurate, complete, reliable, current, or error-free.
Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Historical Data Files - S3 Short Interest Enhanced Risk Analytics & Securities Financing Data | All historical revisions | All future revisions | Not included | Not included | ||
Daily Data File - S3 Short Interest Enhanced Risk Analytics & Securities Financing Data | All historical revisions | All future revisions | Not included | Not included | ||
S3Partners ShortInterest Enhanced Risk Analytics AWS RedShift | All historical revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
Similar products
S3 Intraday Short Interest Risk Analytics & Securities Financing Data provide the necessary tools to view how Short Interest, short side crowdedness, short squeezability,Financing Rates, and crowded trades affect price action. Clients rely on this dataset for accurate Short Interest analytics and to identify crowded long and short trades. S3’s data provides transparency to the true spread of the borrow/loan market, with the only unbiased bid, offer, and last rates for Securities Finance.
Prevent malware from infiltrating AWS storage. Scan up to 100 GB for free during your trial. Scanning more than 100 GB during your 30 day trial will result in PAYG charges.
Install bucketAV powered by Sophos in just 15 minutes and detect malware like viruses, worms, and trojans in your S3 buckets. Choose when to scan and keep full data control within your AWS account.
Install bucketAV powered by ClamAV in just 15 minutes and detect malware like viruses, worms, and trojans in your S3 buckets. Choose when to scan and keep full data control within your AWS account.
