Surely someone can beat poloniex, frugal as they are, with the loan rates as they are now. Is it possible to deposit bitcoin into the bitshares platform -- short bitshares -- and exit, without holding bitshares? If this is possible, there is a very large market for bitshares, if not, how can it make a splash?

I have the bitshares latest client now, I do not have any similar options to this and the guide does not say anything but this :

You can import your corresponding private keys into BitShares 2.0 directly to claim your funds. Note that, since the web wallet cannot parse your wallet.dat file, you may be required to manually dump your private keys. with a 3rd party tool. If you feel not comfortable with this, we recommend you import your wallet.dat file into the BitShares 1.0 client and export a graphene-compatible wallet file that can be imported in the BitShares 2.0 web wallet.

I do not know what the recommend 3rd party tools are, or what a graphene-compatible wallet is. This is overly complicated for an old user, the importation should be simplified and clear, not impossible without trusting unknown parties.