Combined StrategiesExtended setlive in productionNew

Short-Squeeze Composite

Updated monthlyData needs: mediumlong only
paper
2005
Source
Diether-Malloy-Scherbina + Asquith-Pathak-Ritter 2005 (short-sale constraint literature)
Read the paper →

In plain terms

Combines three squeeze precursors (borrow rate + SEC threshold list + Wikipedia attention) into one composite — when all three fire, squeeze is loaded.

How it works

Combines existing borrow_ftd_squeeze, borrow_rate_spike, ftd_threshold_list into a short-squeeze readiness index that also requires positive attention shock (Wikipedia or social).

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies

  • Borrow fees

    A data feed this strategy reads, refreshed on its normal schedule.

  • Ftd threshold list

    A data feed this strategy reads, refreshed on its normal schedule.

  • Wikipedia pageviews

    Wikimedia daily pageview counts joined to ticker pages.

Expected edge

Component-stack edge; cheap win after Wikipedia ingest ships

Example tickers where this is likely to fire

Illustrative only, the signal fires based on the live data, not a fixed list.

Related families

Explore Short-Squeeze Composite on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more