Ortex Short Interest Data and Analysis offers a comprehensive global dataset essential for assessing risk, market sentiment, and trading behavior. It delivers real-time, high-confidence short interest insights, providing a significant advantage over delayed official exchange reports. The dataset utilizes a proprietary machine learning model to refine short interest estimates, filtering out non-shorting-related lending activities to ensure cleaner, more accurate data. It covers over 70,000 securities globally, sourced from a vast network of agent lenders, prime brokers, and broker-dealers. The data is available daily with historical data going back to 2018. The machine learning methodology, which incorporates official exchange short data, achieves 97% accuracy in predicting exchange-reported short interest. Corporate actions like stock splits are promptly integrated. The API-first delivery provides a fast, scalable JSON or CSV-based API for seamless integration into trading and risk models, designed for enterprise-grade reliability for hedge funds, financial institutions, and quantitative traders. Confidence intervals are provided for full transparency.

Features & Benefits

• Global Coverage: Access to over 70,000 securities worldwide for detailed short interest tracking.
• Real-time Insights: Intra-day data on securities lending and returns to stay ahead of market dynamics.
• Proprietary ML Model: Refines estimates by filtering non-shorting activities, ensuring higher accuracy.
• API-First Delivery: Scalable JSON or CSV API for easy integration into trading and risk models.
• Transparency: Confidence intervals provided for enhanced reliability of estimates.