S3 Partners announced that its short interest dataset is now available for enterprise use via Bloomberg Data License. The data is accessible through Bloomberg’s Per Security service, enabling enterprise customers to select exactly the S3 content they need to align with their business priorities.
This collaboration comes at a time when investment research is becoming increasingly data-driven, with institutional clients seeking multiple datasets beyond traditional fundamentals to better understand market behavior. S3’s dataset provides Bloomberg customers with real-time short interest, financing rates, utilization, and crowding analytics covering more than 62,000 global securities, offering a unique lens into how investors are positioning around a given company.
“The highest priority problems market professionals seek to solve are crowding and concentration risk — if you can’t see them forming, you can’t manage risk”, said Bob Sloan, founder at S3 Partners, in a statement. “Making S3’s unique data and analytics available in institutional workflows on the Bloomberg Terminal and via Data License gives market participants a clearer read on how to rank, score, ride or rotate position sizing.”
“Short interest is one of the purest signals of investor conviction – revealing where the market is positioned, how crowded a trade has become, and where vulnerabilities may lie,” said Angana Jacob, global head of Research Data at Bloomberg Enterprise Data, in a statement. “With S3’s data now layered into Bloomberg’s rich Research Knowledge Graph, analysts and quants can seamlessly derive contextualized positioning insights that reflect the interaction of fundamentals, estimates revisions, price momentum, factor exposures, implied volatilities, liquidity conditions and sentiment.”
S3’s short interest dataset includes point-in-time and revised feeds, providing institutional investors with comprehensive visibility into short positioning and securities financing dynamics. The company’s proprietary Crowded Score measures multi-factor short side crowdedness, while Squeeze Risk identifies securities most vulnerable to forced covering and volatility events. Together with true short interest, float-adjusted utilization, bid/offer rates, and days-to-cover calculations, these analytics give market participants valuable tools to navigate liquidity stress and rapidly shifting market conditions.