Instead of sports, consider the physics of those consiliences that Vic has noted…

The Quantitative Relativity of markets dictates that gravitational pull (or downward drift absent causation of price action) equates to that alacrity of stadium economics. That age ole notion of “time is money” is literally realized within this calculus, whereby nonactivity costs money due to time degeneration (or depreciation when expensed).

Likewise, the phenomenon of economic announcements serves as the cause (for insider/outsider necessitated effects) by virtue of its media-worthy consonance found within political-economic cycling. Be it upon fundamentals or technicals, markets act as they are so constituted, dictated by the rules from which they are constructed and from so operate.

I wonder if one has the numbers of long versus short positions (pre/post) relative to those cross classifications of big/small rises and declines?

Such as factoring retail (retirement/pension) ratios and holdings as a condition precedent to any individual stock analysis, should one not first consider that insider/outsider ratio among market (or indexed) tiers of price support and resistance levels?

I see it here in the Chinese markets. Mom and pop are not allowed to short; as a result, the sucker money is long, whereby insider advantage focuses on short-cycling declines, big and small relative to randomness and scalability of any cited consiliences. Cannot the same be said of US-based (if not worldwide) worker-based pension fund schematics within investment banking circles — as when so ruled by Greenspan and Rubin?

If so, market incentives, as one so previously highlights, become merely the elements of formation for similar rules-based retail schematics. For instance, the post Glass-Steagall construct was an insider/outsider ruse, whereby the outsiders (or homebuyers and taxpayers a la the ensuing default and foreclosure “crisis”) financed insider (or investment banks and political parties) service charges and fees to effect wealth consolidation via derivative issuances and resales.

During my last three years of travels along a comtemporary Samarcand Road, whereby, from Wuhan among Hubei to Shenzhen to Hong Kong to Macau to Beijing among Henan to Shandon and Shanghai to Yangzhou to here, Hangzhou, one may arrive, an hour away from the market facades of Shanghaiese Communists, to ponder the pooling reflections of China’s famous West Lake. As with the terrain darkness of China’s stock markets ranking last among some 176 countries by year-end 2008, silk-stained strands of like-kind (top-down) political economics seemly appear crocheted into and expanding globalized fabric, one born of and so worn by tribes of self-appointed monetary kings, who themselves appear to have no clothes, but are only so fashioned, neither of doctrine or principle, merely hooked along an intra-governmental pattern connecting treasuries as pillars with the daily speculations of a market’s posts.


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