Where can I find statistics on NYSE Specialist short selling and public short selling? I learned of this through a hedge fund manager and he uses these stats to help judge market sentiment. Stupid me, I forgot to ask him where he obtains this information.
The SEC is the one who compiles the short sales information in the NYSE Members Report. When they issue the info, it is about two weeks late. I think that Barrons gives a short sales report about once per week, and other financial papers give a report once per month about mid month. Don't know of any place where this info is free. It is just about impossible to find this info at www.sec.gov. Guidelines on how to compute and use the Specialist Short Sales Ratio can be found here: http://biz.yahoo.com/opt/030317/8e0fe788f744b6469a11c9e35d4f95e9_1.html Charles
If you want the NASDAQ short interest also you can find it at the link below: http://www.viwes.com/Invest/ It's published about the same time you'd see it in the papers (WSJ, IBD).