Hello and a very warm welcome to Albert Arthur's Short Digestion pages.
These pages are designed to digest short seller data on the LSE (all segments) and attempt to relate fund data, sector data, company/ticker data and entire market data with the ultimate aim being to assist traders and investors with further understanding market sentiment.
It will focus on stocks which could potentially do well when the shorts close, or in reverse when they open (short vs long). The pages will also show what funds are closing which tickers and sectors. The information is accompanied by various technical indicators such as RSI, Twitter counts, market sentiment, broker targets, volume, scaling and public float, along with other useful information.
The pages are coded in chart and grid format. To ensure as fast a feed as possible the short data is updated as soon as the FDA update their data each day and I'm confident this is the fastest feed there is. If you find something faster please let me know! Please note that FDA data may be incorrect, and accept that use of this data is confirmation of your understanding of this disclaimer.
Within the site (App production is in process) users are able to create watchlists of their preferred funds, tickers and sectors. I'm also including a "Short Report" where, if users have opted in, they will receive alerts for their personal watch lists.
I've coded some of my own indicators in the pages to assist with spotting erratic movements. These include:
The Short D
The Short Boundary
The Short D
. The Short D is similar to a MACD but relates to an over percentage short. The Short D and Short D Signal are calculated over two exponential averages, faster and slower time frames. Put simply, if the Short D crosses the Short D Signal then something abnormal is happening in the averages which may be worth your consideration!
A basic example of this would be "to short a stock you want to see an upwards crossover, to long a stock you want to see a downwards crossover".
The Short D covers tickers, funds, sectors and the entire market which I use as a bull/bear indicator. I've used this personally in the past and it is quite useful to monitor. Examples of it's use can include multiple shorts closing quickly following results etc, or a sector that suddenly becomes hot. You can also identify where a fund is closing many shorts and moving to longs.
. The Short Boundary
The short Boundary is designed to give a smooth, and easy to understand, line of percentage short change for the entire market; reflecting a single simple line of percentage short change.
The Boundary is calculated as so: SB=(x*0.01x=2x) which reflects x being the total aggregated shorts grouped by day over a respective time frame. Further details of the above will be typed up into the instruction.
The Short Pages are just one small area of what is being written, the full app will have much more functionality inside. Details of this will be published at a later date. In the meantime think RSP, Fundamentals, News Technicals, Live Web sockets for prices and the ability to trade and design your own algorithms and flexible bots.
The Short Pages are free, but if you want to deep dive into the tickers, funds, sector data and create alerts you are required to register using an email address, although you can view the main pages without any registration.
For further information, or if you have any ideas or algorithms you'd like me to try and code into the app, please contact me at Albert@albertarthurs.com