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Good day,
I've met this problem developing system for shorts - quite general
question, actually. The system I've created demonstrated such a
positive results on backtesting that I became suspicious. The reason
(I guess here) is that stocks for which the system produces short
signals are not shortable (or not enough shortable). Does anyone know
how to find out if the stock is shortable or not? Maybe is there a
list of such stocks somewhere? I understand it can vary from day to
day but it could help in general anyway...
Thanks, Dmitri
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