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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Short interest and days to cover؟

يُعرف أيضًا باسم: short interest · days to cover

Definition 16.2 Markets I: The Ecosystem and Exchange-Traded Markets · الفصل 16 — Stock Loan and Short Selling in Practice

The short interest of a stock is the number of its shares sold short and not yet covered, often quoted as a percentage of the float. Days to cover is short interest divided by the average daily volume.

أمثلة

Example 16.11 (January 2021)

Short interest in a US video-game retailer reached 122.97% of its float in January 2021. From an intraday low on 8 January to an intraday high of $483 on 28 January the price rose about 2 700%, then fell more than 86% by the end of the first week of February. The regulator’s staff report found that short sellers’ covering coincided with parts of the rise but was a small fraction of total buying, and concluded that positive sentiment, not buying-to-cover, sustained the rise: a squeeze was part of the story and not the whole of it.

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