Should I waste an hour tomorrow building a short interest factor hedged to the obvious (sectors, momentum etc) just to see how much it’s up this year?
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or potentially this is just a weird period in a fairly mean reverting trend
It’s a pretty well known quant equity factor and for ~10 years up till 2020 it was really profitable to short the most heavily shorted stocks, now seeing a massive reversal in the last 12 months
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Yeah, so I'm hesitant to believe this is necessarily a paradigm shift here, it's just as
@voliswell mentioned the likely finale period of a liquidity monster created by the Fed -
A puzzle piece I’m trying to understand is PRPL- a shitty meme stock that died in the meme space and had persistent gains
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