Stock borrow cost timeseries

External question — Quantitative Finance Stack Exchange Author: Stacey Original post: https://quant.stackexchange.com/questions/61949 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I am looking to increase the robustness of some equity strategies that I am working on. Apart (maybe) from brokers is there anywhere online (and preferably for free) that has historic stock borrow percentages or abosulte borrow costs available for borrowing stocks? I want to factor the cost of borrowing a stock into whether I want to take a position (if the cost is high then there maybe not enough alpha to justify the position to be taken etc). Thanks

External answer — Quantitative Finance Stack Exchange Author: R110 Original post: https://quant.stackexchange.com/a/61950 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. Unfortunately this data is usually very broker specific -- not least because a firm's borrow rates will be tied to its balance sheet, flows, repos, where it's able to currently finance its book (ie, is it a US, European or Asian bank) etc etc. As a result, anything that is not GC (General Collateral) borrow is going to be specific to the broker and, outside of Bloomberg or a broker portal, is going to be hard to find. That said, you can download GC borrow rates from the New York Fed: https://apps.newyorkfed.org/markets/autorates/bgcr And, from there, you can probably bootstrap historical rates as some margin over LIBOR. HTH.

External answer — Quantitative Finance Stack Exchange Author: Helin Original post: https://quant.stackexchange.com/a/61962 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. This website has detailed time series data for borrowing cost and shares available, sourced from IB. You can also retrieve the data using the following API endpoint: https://iborrowdesk.com/api/ticker/{symbol} (replacing {symbol} with the proper symbol ticker).