Does daily short volume predict short interest? A three-rank formula, ridge and a tiny transformer on 660,246 windows
FINRA publishes short volume every day and short interest only twice a month, so people treat the daily "short volume ratio" as a live read on short positions. They aren't the same thing: short volume is a flow of executions (a market maker can sell short to fill a buy order and cover an hour later…
Read the full story at DEV Community — Machine Learning ↗
Timeline · 1 report
- 2026-10-29 00:19 · DEV Community — Machine Learning
Does daily short volume predict short interest? A three-rank formula, ridge and a tiny transformer on 660,246 windows