日期:2012/09/02
A propos of recent discussions, one can usually tell the gist of the news by the reaction in markets. For example, from Israel open to close [example chart below], one hypothesizes that a Fed official said something bad, and Spain is dickering concerning austerity. Usually during the day there are spikes in prices and one can usually guess what the news is from these spikes. Regrettably I have never been able to quantify whether these spikes, like 1/2% in one minute tend to reverse or continue. It would seem to depend on when it happens, and the evolutionary shift that what the inventor of the "finnigan" (the tendency for a mistake on the screen to turn out in actuality worse in real life), cited as a natural outgrowth of machine readable news .
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