If you use Short Interest as part of your strategy, I draw your attention to a recent comment.
"If you're doing this sort of thing for a living, then you need more timely information. Here's a site that provides that for a nominal cost:
http://www.squeezetrigger.com
He also states that he does not how good the info is. I haven't done any digging but as far as I know the short interest for stocks is release twice per month by the NASDAQ exchange and I'm not sure about the NYSE. Therefore, I doubt the info is more timely than anywhere else, but it might be for other exchanges. If anyone knows, please share.
