Metatier 2pilot

short squeeze readiness meta

cadence: Monthlydata: medium
paper
2005
Source
Diether-Malloy-Scherbina + Asquith-Pathak-Ritter 2005 (short-sale constraint literature)
Read the paper →

Mechanism

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).

Signal rule

borrow_z > 2 AND ftd_streak >= 5 AND wikipedia_attention_z > 1.5 → long 14d

Data dependencies

  • borrow_fees

    Worker data table — see services/worker schema.

  • ftd_threshold_list

    Worker data table — see services/worker schema.

  • wikipedia_pageviews

    Wikimedia daily pageview counts joined to ticker pages.

Expected edge

Component-stack edge; cheap win after Wikipedia ingest ships

Illustrative pattern only

NOT a backtest

Illustrative pattern only — see /app for live backtests and the actual current equity curve.

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 readiness meta 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