In Shakespeare's The Merchant of Venice, are we meant to sympathize with the moneylender's daughter? Does Shakespeare seem ambivalent in his...

It is clear from the text that Shylock is an extremely protective father who zealously wishes to shield his daughter from outside influences. Since he is a deeply religious and devout man, one can assume that he wants to safeguard her from corruption, especially from Christians, whose celebrations and festivities he deems unacceptable. He despises Christians and wishes to have almost no contact with them except out of necessity, and he wants Jessica to share his sentiment. He had earlier told Bassanio in Act 1, scene 3:

...I
will buy with you, sell with you, talk with you,
walk with you, and so following, but I will not eat
with you, drink with you, nor pray with you.

Later, in Act 2, scene 5, just before he is about to leave for his 'enforced' dinner date with Bassanio and Antonio, he gives her very specific instructions:

Hear you me, Jessica:
Lock up my doors; and when you hear the drum
And the vile squealing of the wry-neck'd fife,
Clamber not you up to the casements then,
Nor thrust your head into the public street
To gaze on Christian fools with varnish'd faces,
But stop my house's ears, I mean my casements:
Let not the sound of shallow foppery enter
My sober house.

It is obvious that he wants her to lock herself up in the house and not even peep through a window to watch the festivities in the streets. He believes them a mere foolishness and clearly believes that the Christians' behaviour in this regard is immoral. The irony is pertinent, though. Jessica had been planning to elope with her Christian lover, Lorenzo, that very evening.

If one assesses Shylock's overall demeanour, he comes across as a hard taskmaster who gives no quarter, as is evident in his treatment of Antonio and his attitude towards his servant, Launcelot. Since he is also a single parent, one would expect that he would be much harsher with his daughter.

Later, when Shylock discovers that she had eloped, it becomes clear where his real sympathies lie. He curses and damns his daughter, stating that he would rather see her dead than sacrifice his precious possessions. He is quite vocal about this and states, in Act 3, scene 1:

I would my daughter
were dead at my foot, and the jewels in her ear!
would she were hearsed at my foot, and the ducats in
her coffin!

He expresses greater concern for his prized jewels than he does for his daughter so, obviously, one can sympathize with her. If her father thinks so little of his only child, why should she be loyal to him? He expresses no grief or remorse but has only malice for his own flesh and blood. He even wishes later that she had rather married a descendant of Barabbas, the thief who the Jews chose above Christ to be freed from crucifixion, instead of a Christian. He despises her for her betrayal and there is no forgiveness or sympathy in his cold heart.

Shakespeare portrays Jessica as a prodigal. She spends the money that she stole from her father freely and does not seem to care about its value or the sentiment attached to it. This seems irresponsible and vengeful. It appears that Jessica has an issue with her father and wants to punish him for perhaps having been too strict and limiting her freedom. She has, however, within these circumstances, managed to meet Lorenzo and fallen in love with him. In this sense then, Shylock must have given her some liberties that she, perhaps, exploited.

The question arises, though, knowing her father's sentiments, was it really necessary for her to betray him to such an extent? She rejected her faith and her father. The impression is created that, somehow, her hand was forced and she obviosly had no choice but follow this route to escape her father's overzealous control. In this regard, she did something good in attaining her freedom and exercising her choice.

The ambivalence which you speak of arises when one has to make a final assessment of her character. Are her actions motivated by revenge? If so, she is not much different from her father. Does she want to teach him a lesson? Once again, that is precisely Shylock's purpose with Antonio.

Jessica is otherwise painted as a loving and caring individual who truly has real affection for Lorenzo. This is contrasted with the fact that she despises her father. One has to decide which of the two aspects of her character truly defines her. In the end, one has to choose her better nature since the other is borne not out of choice, but of circumstance.