Markit Debuts Short-Interest Factors
Markit last week rolled out its new Short Sentiment Factors Suite to enable portfolio managers and analysts to track the sentiment of companies in terms of short interest in order to help maximize returns in both long/short and long-only strategies.
The new suite of factors, which includes metrics around implied loan rate and demand-supply ratio, is based on short-interest data collected by the Markit Securities Finance group - formed by the vendor's acquisition of securities lending data
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