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You are risking your BTS against market movements so there is that to consider.
I'm not going to try to sell the ideas here.
Probably best to take a look see in the help / guide.
Quite the eye opener.
http://wallet.bitshares.org/#/help/dex/shorting]

It’s interest free but if you do it just realise what you are risking because it’s very easy to move that collateral slider and get your self a maximised loan. I’m holding on by a thread right now..