Free Float Trading/ Portfolio Development/ Index Stategies Message Board

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Strategies & Market Trends : Free Float Trading/ Portfolio Development/ Index Stategies

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next

From: dvdw©	4/3/2007 3:36:53 PM
	of 3821

Nothings changed; against a backdrop of below average daily volume and horrendous short interest, the trade goes about its primary job of regulating outcomes. Organic portfolios are clearly subject to outcome based programming, ie bottom line values are deterministicly assigned by shifting pricing so that the outcome is fit too a range that is arbitrarily controlled. Each and every day as the entire complex is viewed, the subtraction offsets; additions, by way of program intent. Each stock takes up space in a portfolio articulated against a bottom line; the trade algorithm moves from place to place offsetting every other concurrent move. This shifting is without regard to volume, news, or any other discernible fundamental issue. Therefor the market is less a market than ever before. With the ability to NOT LOCATE ie disconnect supply and demand, the market is a complex scheme of regulated outcomes. Each and every day the data collection adds to this foundation of understanding that a thing is what it is. In this case its exactly as i've described it here.

Report TOU Violation

Share This Post

Public Reply Prvt Reply Mark as Last Read File

Previous 10 Next 10 Previous Next