InTransit: Evidence of High Frequency Computerized Trading When There Is Low Volume

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Normalcy bias

From Wikipedia, the free encyclopedia

The normalcy bias, or normality bias, refers to a mental

state people enter when facing a disaster. It causes people to

underestimate both the possibility of a disaster occurring and

its possible effects. This often results in situations where

people fail to adequately prepare for a disaster, and on a

larger scale, the failure of the government to include the

populace in its disaster preparations. The assumption that is

made in the case of the normalcy bias is that since a disaster

never has occurred then it never will occur. It also results in

the inability of people to cope with a disaster once it occurs.

People with a normalcy bias have difficulties reacting to

something they have not experienced before. People also tend

to interpret warnings in the most optimistic way possible,

seizing on any ambiguities to infer a less serious situation.

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(Advanced Graphical Representation of 99.9 of The Masses Level of Interest When I Tell Them That if They Buy Silver, Food, and Other Supplies VERY SOON, They Just Maybe Will Survive The Inevitable Collapse of The Dollar, Riots, Massive Food Shortages, and Countless Unforeseeable Mass Tragedies That They Have Been Too Busy Watching American Idol With a Gas Pump Lodged Up Their Ass To Save This Country's Freedom; Freedom People Once Fought and Died To Protect. PS Don't Tell Me I Didn't Warn You. If You Ask For Food I'll Give You a Bullet in Your Head... SPEAK OUT SPREAD THE WORD and if this page has benefited you, Please Donate. Lastly remember... prepare now ---> stand a fighting chance to survive ---> 2-4 years things will get better...i promise

Monday, May 30, 2011

Evidence of High Frequency Computerized Trading When There Is Low Volume


The way i see it (if i am indeed correct on my conclusion); every day i see consistently and continuously (non-stop) a little bump up or down very quickly as the silver ticker moves within one tick of where a previous RED/GREEN bar was (buy/sell)

Now it may be even more apparent (as 70%+ of volume in shares on the stock market are computerized trades that suck money out of the market all day long) in LOW VOLUME (REAL PEOPLE TRADING)

One computer buys it back up then, perhaps another different computerized algorithmic automated trading system moves it back down. since there are no people trading it up or down (more activity/movement) the computers are earning (Sucking) much less money from the higher volatility that lots of active traders would have. what we see is comp1 and comp 2 (relatively speaking) comp1 YAY +1 comp2 FUCK -1 then it trades back (given both algorythems are equally as efficient at trading) we see it go comp1 +0 comp2 +0 then comp 1 -1 comp2 +1 (this is assuming a totally isolated market with only two trading actors.

I wonder any thoughts?