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Most Shorted Stocks (UK) By Institutional Investors


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I have released a project that will most likely be updated once or twice a day, The updates are self explanatory, A list of the most shorted stocks by Institutional Investors in the UK.

Split up into how many institutional investors are short on a stock and by the volume and an amalgamated list of of most shorted stocks. 

https://github.com/tg12/most_shorted_stocks

Again this is a series of my own projects. Not affiliated by IG and no guarantees etc. 

Feedback and comments welcome. Hope you enjoy it. 

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  • JamesIG changed the title to Most Shorted Stocks (UK) By Institutional Investors
Guest PandaFace

so are you saying the following at the most shorted stock by institutional investors at this time? I'm looking at the 'log' ones right? I dont use github so just making sure.

(Hierarchy of top 20) (Name of stock) (% of free float shorted)

  0 METRO BANK PLC 10.19
  1 AA PLC 7.85
  2 SIRIUS MINERALS PLC 7.84
  3 GREENCORE GROUP PLC 5.11
  4 IQE PLC 4.80
  5 JUPITER FUND MANAGEMENT PLC 4.49
  6 THOMAS COOK GROUP PLC 4.46
  7 MARKS & SPENCER GROUP PLC 4.42
  8 CAPITA PLC 4.24
  9 ASOS PLC 4.09
  10 Kier Group plc 4.07
  11 PEARSON PLC 4.07
  12 WOOD GROUP (JOHN) PLC 3.79
  13 ANGLO AMERICAN PLC 3.76
  14 PREMIER OIL PLC 3.26
  15 Go-Ahead Group PLC 3.18
  16 NMC HEALTH PLC 3.12
  17 KINGFISHER PLC 3.04
  18 DIGNITY PLC 2.96
  19 Ensco Rowan plc 2.90

 

So Metro Bank is number 1 with 10.19%

Edited by PandaFace
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On 16/05/2019 at 13:47, PandaFace said:

so are you saying the following at the most shorted stock by institutional investors at this time? I'm looking at the 'log' ones right? I dont use github so just making sure.

(Hierarchy of top 20) (Name of stock) (% of free float shorted)

  0 METRO BANK PLC 10.19
  1 AA PLC 7.85
  2 SIRIUS MINERALS PLC 7.84
  3 GREENCORE GROUP PLC 5.11
  4 IQE PLC 4.80
  5 JUPITER FUND MANAGEMENT PLC 4.49
  6 THOMAS COOK GROUP PLC 4.46
  7 MARKS & SPENCER GROUP PLC 4.42
  8 CAPITA PLC 4.24
  9 ASOS PLC 4.09
  10 Kier Group plc 4.07
  11 PEARSON PLC 4.07
  12 WOOD GROUP (JOHN) PLC 3.79
  13 ANGLO AMERICAN PLC 3.76
  14 PREMIER OIL PLC 3.26
  15 Go-Ahead Group PLC 3.18
  16 NMC HEALTH PLC 3.12
  17 KINGFISHER PLC 3.04
  18 DIGNITY PLC 2.96
  19 Ensco Rowan plc 2.90

 

So Metro Bank is number 1 with 10.19%

Hi, Yes you are right. 

So I have made some minor tweaks to it, I count up the highest volume and highest number of investors and say pick the top 10. If the companies intersect both lists they are shorted multiple investors and a high percentage of their fund is short, They make the bottom list that is the summary list at the bottom. 

I am working on putting this into the API it automatically trades (shorts) for me on IG Index. 

Github is just just really a file-store for the purpose of this project. I am just using it as a central store so nothing special about Github in that respect. The log files are tagged per time generated. 

 

Hope this helps! 

Edited by TheGuru12
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Guest PandaFace

what the difference between 

Name of Share Issuer Position Holder
  0 JUPITER FUND MANAGEMENT PLC 6
  1 METRO BANK PLC 5
  2 WOOD GROUP (JOHN) PLC 5
  3 MARKS & SPENCER GROUP PLC 4
  4 SIRIUS MINERALS PLC 4
  5 THOMAS COOK GROUP PLC 4
  6 AA PLC 3
  7 ANGLO AMERICAN PLC 3
  8 BABCOCK INTL GROUP PLC 3
  9 CAPITA PLC 3

 

aaaaaand

Name of Share Issuer Net Short Position (%)

  0 METRO BANK PLC 8.55
  1 AA PLC 8.17
  2 THOMAS COOK GROUP PLC 6.88
  3 WOOD GROUP (JOHN) PLC 5.53
  4 ANGLO AMERICAN PLC 5.08
  5 GREENCORE GROUP PLC 4.91
  6 MARKS & SPENCER GROUP PLC 4.87
  7 JUPITER FUND MANAGEMENT PLC 4.81
  8 CREST NICHOLSON HLDGS PLC 4.59
  9 SIRIUS MINERALS PLC 4.57
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2 hours ago, PandaFace said:

what the difference between 

Name of Share Issuer Position Holder
  0 JUPITER FUND MANAGEMENT PLC 6
  1 METRO BANK PLC 5
  2 WOOD GROUP (JOHN) PLC 5
  3 MARKS & SPENCER GROUP PLC 4
  4 SIRIUS MINERALS PLC 4
  5 THOMAS COOK GROUP PLC 4
  6 AA PLC 3
  7 ANGLO AMERICAN PLC 3
  8 BABCOCK INTL GROUP PLC 3
  9 CAPITA PLC 3

 

aaaaaand

Name of Share Issuer Net Short Position (%)

  0 METRO BANK PLC 8.55
  1 AA PLC 8.17
  2 THOMAS COOK GROUP PLC 6.88
  3 WOOD GROUP (JOHN) PLC 5.53
  4 ANGLO AMERICAN PLC 5.08
  5 GREENCORE GROUP PLC 4.91
  6 MARKS & SPENCER GROUP PLC 4.87
  7 JUPITER FUND MANAGEMENT PLC 4.81
  8 CREST NICHOLSON HLDGS PLC 4.59
  9 SIRIUS MINERALS PLC 4.57

Good Question, So The top is the NUMBER of Institutions holding short positions. The Bottom is the PERCENTAGE of capital. So ONE trader might hold an extraordinarily large position as an example, That would make it into the list. However multiple institutions might hold small percentage of trades making it into the list also. That's why I do a summary. The summary is an intersection of the lists to make sure that they are shorted by many and the percentage is high also. One trader might not necessarily be right but if multiple traders hold a lot of positions you can bet your dollar that it is for a reason. 

 

Overall it has been a very profitable strategy.  

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Guest PandaFace
2 hours ago, TheGuru12 said:

Good Question, So The top is the NUMBER of Institutions holding short positions. The Bottom is the PERCENTAGE of capital. So ONE trader might hold an extraordinarily large position as an example, That would make it into the list. However multiple institutions might hold small percentage of trades making it into the list also. That's why I do a summary. The summary is an intersection of the lists to make sure that they are shorted by many and the percentage is high also. One trader might not necessarily be right but if multiple traders hold a lot of positions you can bet your dollar that it is for a reason. 

Overall it has been a very profitable strategy.  

great! thanks. I like that overview. 

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