Expand description
Whether an instrument can be sold short, and on what terms: what a venue says about lending it.
Shortability is the one description of an instrument’s borrow terms, whether it comes from
a live venue or from a backtest’s own data. A simulated venue reads it from a
ShortabilityProvider, which also says when a short-sale restriction is in effect, and
refuses a short the provider does not allow — see
SimulatedVenue::with_shortability.
ShortabilityTable is a provider built from per-instrument histories.
Structs§
- Shortability
- What a venue says about lending an instrument for a short sale.
- Shortability
Table - A
ShortabilityProviderfrom per-instrument histories: each instrument’sShortabilityas a step function of time, and the windows in which a short-sale restriction is in effect.
Traits§
- Shortability
Provider - Says what a simulated venue may lend for a short sale, at any instant of a run.