Alternative data datasets
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A small text-classification dataset by ClarusC64 that labels whether borrow-rate, short-interest and price signals cohere into a real short squeeze or diverge into a false signal. It is published on a model hub with an MIT license tag and a 10-row train split.
FINRA Short Interest, last 12 months Shares sold short for every exchange-listed and OTC security, twice a month, for the last 12 months (502,924 rows): short shares, change from the prior report, average daily volume and days to cover. import pandas as pd df = pd.read_parquet("hf://datasets/FinzData/finra-short-interest/data/short_interest.parquet") df[df.ticker == "GME"] In the full FinzData dat
US Short Interest This dataset publishes no short-interest data, and that is the finding, not a bug. Every US source of equity short positioning was audited on 13 September 2026 before any of it was collected. Two forbid the publication pattern and the third does not exist yet. What is published here is the audit itself — which clause, on which page, read on which day — plus the adapters that will
Stocks Semimonthly Short Interest The consolidated short interest of every US-listed name at each semimonthly settlement date, with the average daily volume and the days-to-cover ratio published beside it. December 2017 onward, 38 249 tickers. Shape measured at the next refresh of dataset_cards/facts.json. Refreshed monthly. Why It Matters Short interest is the oldest sentiment and constraint vari