--- In [email protected], "authfriend" <[EMAIL PROTECTED]> wrote: > > --- In [email protected], anony_sleuth_ff <no_reply@> > wrote: > > > > --- In [email protected], "authfriend" <jstein@> wrote: > > > > > > --- In [email protected], anony_sleuth_ff <no_reply@> > > > wrote: > > > > > > > > --- In [email protected], "authfriend" <jstein@> > wrote: > > > > > > > > > > I'm pointing out that it's > > > > > nonsensical for you to ask *me* to prove the experts > > > > > were right in thinking there were anomalies significant > > > > > enough to warrant investigation. > > > > > > > > If all you are saying inall of this is the experts thoughtthere > were > > > > anomalies significant enough to warrant investigation" fine, no > > > > disagreemnt. I have said nothing to contradict this obvious > point. > > > > > > That's all I've ever said. Why have you been arguing > > > with me if you agree? > > > > Because you have said the stock volumes have factually been shown to > > be statistically significant anomolies of normal long run trading > > patterns, yet you failed to cite any study or investigation that > > concludes that. > > Because that was the *premise* of the investigations, > not what the investigations were trying to determine. > They investigated *because* the anomalies were > statistically significant, as Mark Meredith has just > told you, and as I've been telling you all along. >
Mark told us that he compared "the options trading in the relevant airlines the prior week to 9/11 to the prior year" and found it statistically significant. Other than reading government reports and other reports -- which Mark stated didn't "give enough info on the source documents for me to find them and do my own analysis" -- that's pretty much all that Mark looked into himself. Anon above referred to "statistically significant anomolies of normal long run trading patterns", which is something quite different than looking at two days of trading, which is what Mark did. And as far as at least one of the "downward" indicating trades are concerned, the purchase of put options (on American stock) by one institutional investor -- as Anon posted in the snopes article he reproduced in message 93255 -- was counteracted by that same institutional investor actually PURCHASING a huge block of American stock on the same day. Judy, Mark Meredith will confirm to you that that is an investing strategy known as "hedging" in which a downward-indicating purchase (the puts) is counter-balanced by an upward-indicating purchase (stock purchase) of the same stock. I think Mark Meredith will agree that with THIS knowledge of the purchase of the stock together with the purchase of the puts of the same stock ELIMINATES any suspicion of the puts purchase as indicating any foul play, at least as far as this purchase is concerned. Mark? To subscribe, send a message to: [EMAIL PROTECTED] Or go to: http://groups.yahoo.com/group/FairfieldLife/ and click 'Join This Group!' Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/FairfieldLife/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
