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There are higher frequency indicators capturing essentially the same dynamic derived from securities lending agents (e.g. borrow rate, availability) and option

by dmw_ng 6y ago

There are higher frequency indicators capturing essentially the same dynamic derived from securities lending agents (e.g. borrow rate, availability) and option markets (estimated from end of day open interest)

apaprocki 6y ago
Of course, but those other estimated/derived numbers are not what retail investors are looking at. Everyone tries to get an edge with math, models, or subsets of data and fill the gaps, but the official number is a reported figure.