With all due respect "reporting" is a small part of the shorting problem. While I support more immediate reporting requirements, the issue is naked shorting, mislabeling of shorts (as longs), and other shorting malfeasance being used by market makers (i.e. Citadel and Virtu) to manipulate market prices and destroy market integrity. Fines are also the biggest joke. Citadel has been fined
As long as profits out weigh the fines… are they really fines? You can keep creating rules with no teeth but all these rules equate to is permission.
Hello Finra! , Thank you for listening to the people about these issues! we really need our voices heard since we might be a lot of individuals but we are not as organized as some big money entities are and we cant express ourselves in a very cohesive way but anyways. Please take a look into short selling taking place in $AMC & $GME and some others that i belive are being manipulated
For those who have an FPL account, is there a way in which we can view where the broker is getting the variable interest rate used? I have noticed is a fraction of what is reported from sources like fintel.io. Seems like there are many behind the scenes deals going on to allow for manipulation. If stocks are loaned out, then the interest rate should be able to have some reference of where the
I agree on the rule regulatory notice 2019 and personally want it approved!
As a RIA for over 20 yrs I have seen my fair share of shorting and have done it with some equities in special cases for aggressive clients. I am a small independent RIA that uses a combination of ETFs and individual stocks in the management of my clients funds. I can tell you flat out that the system of clearing and reporting short sales is completely broken. This is especially true with small,
Hello, my name is Justin Darrow. I'm pleased to see you're requesting feedback on how to make the stock market more fair, something the SEC doesn't seem to do. When it come to short interest positions, there are 3 things I'd love to see besides the wonderful things you mentioned 1. A T+0 settlement would obviously be the best option. Atleast after market close but buy orders,
i as a retail investor believe that institutions have for far too long been able to maneuver the market at a whim and arent beholden to the same type of rules as the average investor. in such a world, whales are able to make big (and sometimes) dumb moves and the average investor is handicapped when looking to make informed trades about such moves. Often the data that we are presented is
I would like to see something done about the dark pool trading and the lack of reporting that comes from trading outside of the markets. Manipulation by routing buy orders into darkpool trading and leaving sells in the market to manipulate the price while also using the dark pools to ladder attack with synthetic shares which don't get reported needs to end. Hiding short sells in options is
I would like for institutions to report naked shares and synthetic shares on a regular basis. The realistic option would be design a system that would not allow naked shorting. A system that would not even make it possible for them to naked short or sell synthetic shares. It puts retail traders at a disadvantage. On a side note, hedge funds are no longer needed. It's an outdated and
