Comments: My comment is I study the markets daily and I have a MBA in Finance. I understand the risks of the leveraged and inverse ETFS. I trade the products as part of a comprehensive overall strategy on a short term trade basis.
Inverse funds are helpfully in a down market. I am using one with success. They are an alternate for shorting in retirement accounts. However, I believe some details in how they are structured could make them more useful.
All short interest and FTDs need to be reported on a daily basis. Individual investors deserve to know what is going on with their stocks, especially when the entire system is computerized.
I think for a fair and free market it is important that all short positions are reported, why does one side need to be reported but not the other. Let's make it a fair table.
Yes on 21-19 we all need more transparency in short positions and FTD data. In real time would be nice to truly make it a fair and free market.
The lack of transparency with short interest is triggering a crisis of confidence in the US markets. The uncertainty regarding systemic risk is creating a systemic risk in and of itself. The crisis is just beginning.
Enhanced reporting on short sales in a timely manner is long overdue. These new rules can and will create a healthier market, far from perfect, but better than yesterday.
No more FTD. T-0 settlement, show real short interest in live, no more dark pool, if there should be a fine then fine them multi-trillion of dollars of jail time.
The idea of a "fair" market is completely a figment of peoples imagination at this point. The corruption and "loop holes" that exist to allow the Rich to continue to get rich off the backs of the working average citizen is sickening. The stock market and corruption is rampant amongst banks, hedge funds, market makers, and politicians and government departments. The "
PUBLIC INFORMATION ON SHORTING, DETAILED AND BROADCASTED TO THE PUBLIC DAILY!! I HAVE RIGHTS TO KNOW WHATS GOING ON WITH MONEY INVESTED AND SO DO 4.1 MILLION PEOPLE..
