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Anchak - thanks for the clarification. Availability is the smaller of the two real world issues, and having run a real world money fund with long/short design through IB I agree that it is rarely an issue to be able to short.

The cost to borrow is the tricky issue, since the liquidity of equities of any form is not that tightly correlated to the cost to borrow, so we would need to actually get this information as a live data stream. This is both a licensing issue and technical issue which I would likely defer on dealing with until the SimFool system gained some traction, just to speed up the launch cycle and lower the barrier to starting.

The reason why I consider the cost to borrow issue as critical is that from direct experience, I can say that this has the capacity to make the difference between a theoretically brilliant strategy and a losing strategy in practice.  

From the licensing side, if anyone is aware of daily cost to borrow data that is a publicly available source (it would have to be some form of average since the actual cost to borrow is determined by your broker), please let me know. The technical issue is the easier of the two to solve, and I'd be in no way adverse to tackling this at the outset if we have a convenient data source.


Xander (TMFCrocoStimpy) 


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