Christopher_Quigley:“Dark Pool” Stock Market Manipulation Contin
可说就是欧三维空间的现象,费曼的路径,量子力学的力学量,爱相对论的质量,规律就是trend,道,不可道,本质,本质通过现象表现,现象总是假,人能看见的只是现象,假,因此痛苦
空间弯曲就是现象凹凸不平,而本质是直的,费曼路径积分,
现象:gap down, then shorts to cover looking for 本质,
the mean of new conservative field
“Dark Pool” Stock Market Manipulation Continues
Companies / Market Manipulation
Aug 20, 2010 - 10:59 AM
By: Christopher_Quigley
Traders and investors please be aware that the “Flash Crash” of May 6th. was not an isolated incident. I attach two recent examples of similar “events”. The forces that worked in May last are still alive and functioning, however, rather than directing their forces market-wise, they are now targeting specific stocks with very profitable consequences.
In both instances we can observe the characteristic candle tapers which were so evident everywhere on May 6th.
As I noted in my previous piece on this subject if this type of price action continues it will completely undermine confidence in the market and will speed up calls for closer regulation of “dark liquidity pools” in general and the Over The Counter Market (OTC) in particular.
Example 1.
On the 29th. July the stock price of Cisco quickly ran from 26.00 to 22.96
Example 2.
On the 2nd. June the price of Diebold ran from 18.26 to 29.08
By Christopher M. Quigley
B.Sc., M.M.I.I. Grad., M.A.
http://www.wealthbuilder.ie
Mr. Quigley was born in 1958 in Dublin and holds a Batchelor Degree in Accounting and Management from Trinity College/College of Commerce, Dublin and is a graduate of the Marketing Institute of Ireland. He commenced investing in the Stock Market in 1989. in Belmont, California where he lived for 6 years. He developed the Wealthbuilder investment and trading course over the last decade as a result of research, study, experience and successful application. This course marries Fundamental Analysis with Technical Analysis and focuses on 3 specific approaches. Namely: Momentum, Value and Pension Strategies.
Mr. Quigley is now based in Dublin, Ireland and Tampa Bay, Florida.
