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To: Box-By-The-Riviera™ who wrote (405332)	5/20/2010 8:21:27 PM
From: MythMan	Read Replies (1) \| Respond to of 436259

A black swan BK? Is that like the stock market version of The Triple Lindy

To: Box-By-The-Riviera™ who wrote (405332)	5/20/2010 8:26:00 PM
From: Real Man	Read Replies (2) \| Respond to of 436259

And what did any of this BS clarify, exactly? That I am nuts? I agree, and I am out of the shorts and I might be buying tomorrow. -g- mathworld.wolfram.com I do not like this crash, thou, nor do I like SHTF situations. What's turbulence or nonlinear regime? Is this statistics at all applicable? The chit gets self-reinforcing feedback that drives it away from equillibrium. An outlier is not a statistical event, it's a regime that has to be stopped by (Fed) intervention. Sometimes. Most of the time. Call it Harrier tailspin regime or something. -g-

To: Box-By-The-Riviera™ who wrote (405332)	5/20/2010 8:53:33 PM
From: Real Man	Respond to of 436259

My claim was that "outliers", which are not statistical, but rather non-linear self-reinforcing crash regimes, were stopped only by intervention of the FED, and hard pressed to be stopped in a SHTF situation, because it's the Fed who blows? Self-reinforcing nature of outliers is not something I invented. It caused 1987 crash, LTCM, etc., etc. It did not stop by itself or "market forces" as a true outlier would. Which is why... "Outliers" in SHTF typically can't be stopped? Nutty. I agree. Gold is a small market. It's still a market, so self-reinforcing outliers are not as probable. It's subject to a lot of manipulation, thou, but it's not yet a major bubble or a major Ponzi scheme exceeding the global GDP by orders of magnitude. When chit has self-reinforcing nonlinear feedback effect, it becomes nonlinear turbulent fluid dynamics, not statistics. -g-