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goforthebet

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goforthebet

Re: noreen post# 7081

Friday, 08/17/2018 7:37:37 AM

Friday, August 17, 2018 7:37:37 AM

Post# of 18220
maybe that can help to calculate it for you on page 10

http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.366.8421&rep=rep1&type=pdf

To calculate the cumulative naked short sales till day T, we adjust the outstanding FTDs data from SEC by adding the naked short sales that have already taken place but have not yet been observed because they will show up only after settlements are duly completed over days T+1, T+2 and T+324. We also compute the New Naked Short Ratio on day T as the number of new FTDs on day T divided by the number of shares traded on day T; and the Naked to All Shorts Ratio as the ONSR divided by the short interest25

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Volume:
Day Range:
Bid:
Ask:
Last Trade Time:
Total Trades:
  • 1D
  • 1M
  • 3M
  • 6M
  • 1Y
  • 5Y
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