Although I have shorted an otc stock in the past through E-Trade special services, it 99.9% doesn't happen outside of MM for pinks. The only reason they allowed it was because I owned shares and the stock got restricted so my shares were essentially short for days until and actual cert exchange happened, but it's all automated now. The margin would be astronomical if a broker allowed it and there simply isn't enough liquidity.
That said, Alex may actually be getting closer to this becoming a real business and the potential is growing. As a long time critic of him, he is making strides it seems.
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