Tag Archives: financial markets

Financial Scotoma?

Resisting the Inducement of Debt On Demand What is the MIQ of financial markets? Assessing big, midterm losses, Senator Shumer says the Democratic Party suffered from a kind of financial scotoma. Shumer insinuates that Democrats did not deliberately do the … Continue reading

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What “The Makers” Make

We often here that the so-called “makers”–people that conservatives identify as the “job creators”–don’t really make anything, but they really do. They consolidate risk and bundle it, creating, for example, securitized debt, which led to the Great Recession. They make … Continue reading

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Predictive Utility

Predicting the direction of prices, for example, is mostly psychological modeling. The reason why is because of the incentive, which is a psychological condition. Financial markets are managed by people with a predictable set of incentives that “addject” a psychological … Continue reading

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The “Hip” Objectivist

Going from rags to riches in a Horatio Algiers story is a random-walk existence, but its not exactly like that. The Clinton’s, for example, were neither rich or poor. Being millions in debt, however, is insolvency–broke–and they turned it around. … Continue reading

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Taking Delivery

The natural identity of capitalism–massive debt–is managed in financial markets. Although my assets and yours are not specifically named as collateral, GDP backs the debt obligation, nevertheless. Debt is a future obligation. When it comes due the payer is expected … Continue reading

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High-Speed Futures

Optioning the Risk at High Speed Risk associated with options and futures is arbitraged against a settlement date. As the date approaches (t-T) its value undergoes a euclidean-algorithmic reduction, being reduced to its real, present value (its current useful value) … Continue reading

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Speed, Volatility, and Occupation of Space

“t-T” and Counting Remember that being objective means the observer is not adding anything to the description. Without addjection, the space it occupies, having no attributive value, lacks volatility until a perceived attribution emerges to explain the price to be … Continue reading

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