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New Post 3/6/2010 10:52 AM
  mike
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Short Sellers 

Hi Bill,

Just listened to your new short sale rule podcast. You explain how the short sellers can not move the price of a stock because that requires changing demand which in turn requires long position holders to sell. What you didn't talk about was the fact that many long position holders of stock have stop losses set to "protect" against a plunge in share value, or maybe they have trailing stops in place to "lock in" profits. (I don't agree with either of these strategies since options are a much better choice). 

Please address the fact that large short sellers are able to move the price enough to start triggering the stops set by long position holders, thus creating the decrease in demand you speak of. This can, in turn, knock the price even lower, thereby triggering more stops, and creating a cascade effect that can run until most, if not all, long position holders have sold their positions. Couple that with these "deep pools" and other automated trading machines, which have the ability to know where the stops are, and it seems to create a situation where unscrupulous players have the ability to go on hunting missions and make fortunes by triggering an ample supply of stops that may be out there just ripe for the picking.

 
Thanks for all of the great podcasts and the education - I've learned a lot from them, please keep it going . . .

Mike
 
 
New Post 3/6/2010 11:58 AM
  admin
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Re: Short Sellers 

Hello Mike,

Thank you for the kind words and support with the podcasts; it is truly appreciated!

You're right that short sellers can trigger stops. No question about it. However, that is nothing more than a variation of long positions meeting the demand. I understand your point that short sellers could "force" the stops to be triggered. On the other hand, one could argue that if the longs valued the stock at a higher price, they wouldn't have the stop set at that price.

It's important to understand that whenever a trader shorts a stock, we know that they value the shares less than current equity holders (long positions). However, we cannot be sure that any current long positions value the shares less than that price. But once a long positions sells, whether from a regular sell order or a triggered stop, we now know that some equity owner values the shares less.

As new information hits the market, short sellers may, in fact, place downward pressure on the stock. If that happens to trigger stops, it is just different investors (long positions) meeting that demand as the price falls. My point on the podcast was that someone from the long side must sell the shares. Whether it happens from a single shift in the demand curve (as I assumed) or from smaller shifts in the demand curve (which is what happens when stops are triggered) the result is the same -- long positions must value the stock less than the short sellers. It's just a simpler model to assume a single shift in the demand curve.

Of course, as you mentioned, if unscrupulous players could see the all the stops, there could be issues of what is called "calling in the stops," which is a possible risk. However, in the Nasdaq market, no single player can see all the stops so it would be difficult to organize.

For a listed security, the specialist can certainly see the order book, which means he could construct actual supply and demand curves from the data -- a huge advantage for sure. But that's exactly why they cannot trade for their own account. They can only take the opposite side of transactions and hedge the existing risk. 
 

I hope this helps to clarify my explanation : )

Bill Johnson

 
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