Dataset Card for "short-interest-sp500"

Dataset Summary

The short-interest-sp500 dataset provides short interest data for companies listed on the S&P 500 index. This includes the number of shares that have been sold short but have not yet been covered or closed out.

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Languages

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Dataset Structure

Data Instances

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Data Fields

• symbol (string): A string representing the ticker symbol or abbreviation used to identify the company.
• date (string): A string representing the date when the data was collected.
• id (int64): A unique integer identifier for each data instance.
• settlement_date (timestamp[ns]): The date by which a buyer must pay for the securities delivered by the seller.
• interest (float64): A floating point number representing the short interest of the company on the specified date.
• avg_daily_share_volume (float64): A floating point number representing the average daily trading volume of the company.
• days_to_cover (float64): A floating point number representing the days to cover metric, which is the number of days volume worth of short interest.

Data Splits

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Dataset Creation

Curation Rationale

The short-interest-sp500 dataset was created to facilitate the study of market dynamics, particularly the role of short selling.

Source Data

The dataset was compiled from publicly available sources.

Annotations

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Personal and Sensitive Information

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Considerations for Using the Data

Social Impact of Dataset

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Discussion of Biases

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Other Known Limitations

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Additional Information

Dataset Curators

The short-interest-sp500 dataset was collected by https://edarchimbaud.substack.com .

Licensing Information

The short-interest-sp500 dataset is licensed under the MIT License.

Citation Information

https://edarchimbaud.substack.com , short-interest-sp500 dataset, GitHub repository, https://github.com/edarchimbaud

Contributions

Thanks to @edarchimbaud for adding this dataset.