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Strategies & Market Trends : Free Float Trading/ Portfolio Development/ Index Stategies -- Ignore unavailable to you. Want to Upgrade?

To: dvdw© who wrote (3334)	7/27/2010 3:36:04 PM
From: dvdw©	Respond to of 3821

Trading community has made a mess of the markets, they've instituted the OB OS model in place of owners adjudicating price. The OB & OS terms have the same meaning "We the community of broken dealers dont locate a thing, so public buying means we are out of stock, public selling well that fills backlog on the white board, the fact that....these terms imply that in the course of the daily routine, the BD probably cant find any stock. The float of the market has shrunken materially while the trading against this same float has risen 10 fold. Valuation has become a function of supplying liquidity for traders, while denying investors the float relative constants role, in daily price mechanisms. Stock on the sidelines is the target of OB OS pricing model... print and erase ledger entries is the preferred way to adjudicate the malfeasance present within the system. mouthpieces of the polisci/econ class go about the business of information distortion as thier sole purpose. its as if they actually know nothing what so ever, about the system of which they are apart. low volume is a message, conveying information about the +80% of the inventory not trading. At the next obfuscation point, actually do some valuation, understand the disconnects in the relationships between X's and Y's. clarify your understanding down to the penny, in doing so, you'll know beyond a shadow of a doubt why our hosts depend upon compartmentalists and plausible deny ability. character and characterization are always hand n glove. floats are the only relative constants the market has....all other attempts at relative projection, reduce to self interested contrivance.

To: dvdw© who wrote (3334)	7/31/2010 4:02:28 PM
From: dvdw©	Read Replies (1) \| Respond to of 3821

Pensinger writes; Look, if F. A. von Hayek's Everettian notion, the “time-shapes of total capital stock”, is correct -- and it almost certainly is from all but the most myopic of Newtonian perspectives -- then there also are the time-shapes of total supersystem-system-subsystem risk and exchange-value over total capital stock. Description of each and all of these would require a linear-time independent (and “transcendental” in the N. H. Abel sense) quantum wave equation -- and domain decomposition of the supersystem-system-subsystem composite would require topologically active quantal operator-time as fundamental enabler of the quantum potential in the relative-state of the time-shapes of total capital stock. Von Hayek time-shapes here replace the idea of multiple universes falsely attributed to Hugh Everett's paradigm-bursting notion, “relative-state”. This means there are different “phases” (e.g., in simile to solid, liquid, gas, supersolid, superconductor, et cetera) of capital, risk, and exchange-value, that these three -- like massenergy -- cannot actually be created or destroyed, only undergo phase changes or be transferred through supersystem-system-subsystem composite by topological operations of temporal curl. Derivatives (a subliminal projective-identification parody of fiber-bundle arithmetics and a regressed inversion of the domain decomposition methods in numerical analysis, i.e., calculus), for instance, not only concentrate and transfer risk from subsystem to system to supersystem, they do so by changing the phase of exchange-value from, say, “solid” to “liquid” (which change is presently viewed by economists working exclusively with passive, referential linear-time as “creation of liquidity”). But the volume and supersystemic concentration of derivative liquidity is not the only thing about derivatives bound to drown central bank initiatives at exchange-value phase change (e.g., “printing” of fiat money); there is also the base-state “holding time” factor and the velocity, acceleration, and time rate of change of acceleration of the liquidity “created” by phase-change operations (enabled by 3-fold temporal curl's topological transforms over von Hayek total capital stock on a Lukasiewiczian m-logically-valued referencing Hilbert space). Liquidity is presently looked at primarily in terms of types and volumes, the dynamical aspects being very much relatively neglected. Even in a 1T2-valued logical framework (as is our current nonsystem monetary system -- no authentic supersystem-system-subsystem composite) there are at least Cartesian vertical and horizontal boundary value problems, transfer rates, rates of such rates, and rates of rates of such rates relatively neglected, these nested rates determining various topological properties of the composite.