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

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From: dvdw©

10/31/2012 6:37:48 AM

of 3821

some stuff bears repeating...

To: dvdw© who wrote (3134)	1/29/2010 1:29:27 PM
From: dvdw©	of 3742

Look. We already agree that some very high % of all trades are computers engaging in shennanigans AKA self interest. These routines are functioning within a supply constrained market...how do we know? Because we count and check, count and check......then count again. Self interest is the only constant in the contest to churn investors. This self interest is applied and updated along the path and is facilitated by wide range of tools and actors.. Because this thread buys and sells scarcity within tested parameters, actions inimical to our interests are well documented. We love fundamentals, and engage as routine methodologies to cross check our opinions. Over the course of many years we've learned about the reliability of CEO information, as contextual to a class of security and issues surrounding any particular security are influenced by systemics that are arranged to the self interest of the SYSTEM, including but not limited to toxic financing as precursors to the conversion of a company to private interests. Our self interest as Investors is different from the self interest of the systems that engulf us. There fore we retain understanding and maintain connection with the relative constancy of all floats, all the time. We understand limitations inherent in the dialogs that occur about the various categories of market actors, we understand the RULES governing stock issuance.....we understand the difference between being a victim and playing one on TV. we are justified in reaching conclusions because we are engaged with, and cognizant of, the routines we encounter. We expect exactly what we see, and categorize it for what it is. Though the order in which we arrive at any final characterization, might be bumpy....it has yet, within degrees of hindsight, never failed us.

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