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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 (3817)	8/5/2018 8:12:03 AM
From: dvdw©	Read Replies (1) \| Respond to of 3821

Authentic intelligence casts and characterizes the data of the market into its proper place. Objective observation sorts it all out. The following piece on stock buy backs, belongs here on the thread which did the heavy lifting in defense of Supply and Demand for shares, characterized by the actions of market participants. All prices remain artifacts of some prevailing systems intent. Knowing about total outstanding and free floats becomes foundational to understanding how disconnect prices have become when spurious correlations have replaced true facts about the status of shares. Never the less, here is the input. zerohedge.com To this end 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.