..............hat diesen Link zugespielt.
fr.scribd.com/doc/68322996/...p-to-the-Aug-18-Resource-Upgrade
Er erklärt hier am Beispiel von CUDECO genau wie die Manipulationen des Sharepreises (auch bei BOC) durchgeführt werden u. von wem.
Dass es in diesem Gewusel ein Kinderspiel ist, xxx Mill. Short-Shares im Kreis zirkulieren zu lassen wenn man als Nominee Zugriff auf die Kundendepots hat ist mehr als einleuchtend.
Für den, der keine Lust hat sich die Seiten reinzuziehen hier ein paar Auszüge.
Wer sich darüber wundert wieso es bei einem jährlichen 12 Mill. Vol. nur marginale änderungen im Register gibt hier die Antwort.
Given that substantial changes in portfolios haven’t occurred from all of the share exchanges that have taken place, the data suggests that selling at a loss to another broker who is perhaps acting for the same entity, isn’t such a great issue. Perhaps the key is that ownership of the shares is maintained and the losses or profits are merely a book keeping event with no real money changing hands? In any case a proper audit seems the only way to get to the bottom of the strange trading behaviours
Dagegen helfen nur massive Einträge ins Shareregister.;-)))))))))))
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"dumbing down"
Wozu dienen die Computertrades
The insidious nature of algorithmic trading is borne out by the number of trades undertaken to achieve tradingobjectives. The dominance over trading by Deutsche Bank is likely to have been accentuated by the impact theirtrading bots have had.
UBS’s outperformance is also quite telling as they areonly the 11 th ranked by Total Value of trades (Table 3.1.14) but are ranked a clear second by number of trades. The algobot trades play a major role in ‘ dumbing down ’ trading and further highlight the un-level playing field faced by retail investors. Brokers licensed touse the algorithmic trades can, and often do, sell and buy single shares at a time to achieve objectives, yet it wouldcost a retail investor a flat brokerage fee of say $19.55 each time to do similar.The following commentary demonstrates further the nature of algorithmic trading as implemented by UBSSecurities. Each transaction listed in the table that follows was a crossing (denoted by the XT code) where UBSmatched an order between a buying client and a selling client.UBS affiliated entities are UBS Nominees and Brispot Nominees. A crossing could presumably take place between sayUBS and Brispot or even perhaps between two clients who are sitting within say UBS Nominees. And for that matterthe two clients could be sitting within Brispot Nominees. In any case, if the buying and selling was genuine there isthe question as to why the transactions are done in piecemeal fashion and repetitively ad infinitum through themarket, rather than cleanly in one transaction. If the intention was to somehow ‘shape’ the market, then that is an entirely different matter.
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Auch gut.............Crossings enable client orders to be conveniently managed but they also allow the share price to be managed’ while retaining ownership over shares.
Tja, wie kann man anders dagegen angehen als durch Registereintrag.
Soso......
For the numbers to balance, it would appear that brokers are servicing a number of entities with their additional buying and selling. Eg Deutsche (DMG) might have been selling in size for ANZ Nominees yetbuying in size for HSBC Nominees or vice versa. Other brokers would need to be acting similarly. ie buying forone major client, selling for another in order for the numbers to balance.Attempting to balance the numbers highlights the likelihood that institutional buying and selling to eachother dominates the market and is spread across a wide spectrum of brokers. The activity is unusual given that genuine buying and selling in size is usually attempted to be crossed by sophisticated investors, not putthrough the market.
The share movements require explanation as they simply cannot be reconciled with what could be expected from ‘normal ’trading.............
Mein MULTIBAGGER Favorit B?? ;-)))))
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