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

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From: dvdw©11/28/2008 12:39:37 PM
of 3821
 
Besides working on the new list for 09, I am readying a milestone report about this thread. Within the context of SI, this thread is unique in every way. To highlight some of the obvious differences here are some enumerated points about our evolution.

1. Founded on the awareness and consistent embrace of Supply & Demand as first level foundation of the market system. From the base line we were the First to integrate the Free Float as the actual metric of shares available, from which all outcomes are derived.

2. Recognizing supply and demand are routinely disconnect, the thread developed the Obfuscation State; which was, and remains a departure from the routine of framing issues within simple accumulation distribution states, leading always to simple profit or loss.

3. Developed the awareness of the market as a system of systems, including the use and in practice process of utilizing sensory organs to output information under the now seldom talked about Reg FD.

4. Developed an awareness of Rubiks News as the practice applied down to the CEO level, of supplying trade interests with the news required to transit price as trajectory in the direction of prevailing systems intent.

5. Identified Price as an Artifact which constrains Systemic self interest as juxt opposed to Investor Self interest now emerging as enlightened self interest.

6. Developed the Primary goal for individual investors, building portfolios, that align to the awareness of prevailing systems intent.

7. Codified the metrics for counting, in support of investor awareness providing an operational beyond, which counterprograms system habits of churn for churns sake.

8. Identified the status of the non locate adaptation, by broker dealers, providing prevailing systems with the constant advantage provided by breaching the laws governing stock issuance.

9. Registered the awareness that the broker dealer community serves multiple interests within a hierarchal tree of intent, to the purpose of its own self interest.

10.Integrated all of the above offered pieces into a synergistic holistic view of the market as contrivance, which enables the transition now underway. We have moved beyond simple identity offered by profit or loss; to recognizing ourselves and the portfolios we manage as entities with complex identity.

11. We are transitioning individual and fund manner objectives for managing portfolios in a market that remains unfree, unrestrained, and constantly operating in opposition to its own rules. By counter programming systemics as being defined within QCPP.

I have reviewed these summations over the last several weeks, and find some sense of pride in the fact that the solutions contained here in, offer a level of promise not expressed by any other bandwidth being offered within the SI community or other sites expressly serving market metrics from wide ranging points of view, all of which retain the connection by which the market is a projection of simple identity..

Its taken 8 long years of trials to get here, validation is no longer a matter of ego projection, or subject to doubts projected onto these methodologies by those whose constraints have become self evident.
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