Securities Lending Volatility & Real Time Short Interest Data
Tidal Markets aggregates short data indicators and produces data files on a per security, per sector, and per industry basis. This comprehensive set of metrics provides innovative market insights for hedge funds, asset managers, and equity traders.
Our data covers over 5,900 securities each day, all traded on US or OTC exchanges.
We amalgamate data on every industry within each sector, providing in-depth granularity.
From Real Estate, Utilities to Technology, we cover all sectors of the US equity market.
For all data files, we have daily historical data going back to January 2014.
Frequently Asked Questions
Tidal Markets produces short data indicators, based on the activitiy within the securities lending market.
The securities lending market primarily serves the purpose of providing liquidity to short sellers. When there is unusual activity in the securities lending market, this is an indicator for downstream stock market activity.
The underlying securities lending transactional dataset provided to Tidal Markets contains over 16 billion shares of outstanding securities loans daily.
From our backtested research, we have proved that securities lending activity correlates to downstream stock market activity. It is a direct indicator of stock price movements, liquidity, and volatility.