Matt Taibbi has a new blog post about Goldman Sachs lobbying against
restrictions against naked short-selling.

True to form, their lobbying is shamelessly self-serving, but Taibbi
managed to get access to some of their lobbyists "fact sheets". It
includes two data points that ostensibly contradicts my theory about
short-sellers (or speculators in general) as trend-followers.

The first data point is about the drop in short-interest that
coincided with the dramatic fall in the stock market in Sept-Oct 2008.
But this fall can easily be attributed to the extraordinary action of
the SEC in banning short-selling during that period.

The second and much more interesting data point is from earlier this
year, when short interest spiked up by some 10% in the middle of a
stock market rally. (This is indeed intriguing, but I am not ready to
give up on my theory just yet based on just one data point - maybe
there was something unusual going on there that we don't know about!)

Anyway, here's the data and you can decide for yourself:
http://trueslant.com/matttaibbi/files/2009/09/goldmanlobbying.pdf
http://trueslant.com/matttaibbi/2009/09/29/sec-weighs-new-rules-for-lending-of-securities-wsj-com/#more-833

-raghu.




-- 
Dyslexics of the world, UNTIE!
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