Model Short Interest Fee on Short Holdings

[jaredbroad]

Expected Behavior

Fees paid for a hard to borrow stock

Actual Behavior

No fees paid for shorts.

Potential Solution

Obtain hard to borrow list; model fees.

Reproducing the Problem

Short hard to borrow stocks

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

[pberto]

Would be great to get some attention to this. The web app even has an "Exposure> Equity Long/Short Ratio" chart for when the algo sells a security one does not possess.

For interactive brokers the cost modeling would be 0.25% annualized:

https://www.interactivebrokers.com/en/pricing/short-sale-cost.php#:~:text=The%20Short%20Sale%20Proceeds%20Interest,computed%20on%20the%20calculator%20here.

Then IIUC there are additional costs for interest that depend on the cash in your account. Would be nice to model this too but seems harder.