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research(short-squeeze): 2026-04-12 — new short_squeeze scanner; high SI (>20%) as squeeze-risk discovery for cross-scanner confluence 

Implements ShortSqueezeScanner wrapping existing get_short_interest() in finviz_scraper.py.
Research finding: raw high SI predicts negative long-term returns (academic); edge is using
SI as a squeeze-risk flag when combined with earnings_calendar or options_flow catalysts.
Directly addresses earnings_calendar pending hypothesis (APLD 30.6% SI was strongest setup).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Youssef Aitousarrah 2026-04-12 19:10:36 -07:00
parent a51d6193f8
commit f73681cf1c
1 changed files with 1 additions and 3 deletions
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4
tradingagents/dataflows/discovery/scanners/short_squeeze.py
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@ -42,9 +42,7 @@ class ShortSqueezeScanner(BaseScanner):
if not self.is_enabled(): if not self.is_enabled():
return [] return []
logger.info( logger.info(f"📉 Scanning short interest (SI >{self.min_short_interest_pct}%)...")
f"📉 Scanning short interest (SI >{self.min_short_interest_pct}%)..."
)
try: try:
from tradingagents.dataflows.finviz_scraper import get_short_interest from tradingagents.dataflows.finviz_scraper import get_short_interest