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On Research Methodology and Forensic Statistical Analysis.

Location: Blogs Bud Burrell - Front and Center    
Posted by:   bburrell 2/28/2007 10:30 AM

In a recent radio interview at www.cfrn.net that I did with Mark Faulk, I spoke of a simple demonstration of the problems associated with statistical analysis in basic research methodology and mathematical modeling.

A solid fundamental forensic statistician would tell you that all statistics have three problems, those being the Probability of an Outcome, the Uncertainty in a decision situation, and the “Ignorance” (this is the lack of adequate information) of the observer.  While probability and ignorance can both be quantified relatively, it is impossible to similarly describe uncertainty with any precise number.

The SEC said it was going to use a period of time to permit unrestricted short selling on select markets and companies across the Board, based not on the borrow to deliver model, but a carefully designed process called a "Locate".  It would be a basic principle of such a study that it be done on a fair and equitable basis, so that the results of effects on companies could be measured against a randomly selected and representative "Control" sample of markets and companies not subject to this manipulation. 

This would permit fair and balanced analysis of the impact of short selling on not just market capitalizations, but also on the entire capital formation process for small and medium size companies in particular.

In presentation of the effectiveness of a drug therapy, the FDA is married to a thing called a double-blind, placebo controlled study model.  What the SEC has done here doesn't even approach the problem with the slightest third party objectivity necessary for a drug like Motrin to claim to be effective against inflammation.

I can't imagine that the Federal Task Force(s) going after this matter have not already brought people to their team to analyze not only the research methodologies applied here, but also a serious group of mathematicians to analyze the patterns here in the enormous amount of data available.

I have recommended to all that our team must include such skills, where they do not already exist, or need to be complemented.  If we have a pattern recognition expert, I haven't spoken with that expert. 

With the number of variables influencing this issue, nothing short of a mathematics background in non-linear math, and mathematical quantum physics is needed.

The enemy here is "Gaming" the market much too effectively for them to not be applying such analysis at some level way above the heads of our markets and investments. 

Who could these "Gamers" be?  That is the KEY question.  I assert it is no one you can see in the open.

 

Copyright ©2007 Bud Burrell
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Comments (17)
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 2/28/2007 12:47 PM
A simple question. Did yesterday's selloff have anything to do with the upcoming revelations of Chicanery (sp) in our capital markets!!! I believe reparations are on the way. JMO!!!
Re: On Research Methodology and Forensic Statistical Analysis. By ginger on 2/28/2007 1:28 PM
http://www.forbes.com/business/2007/02/28/naked-shorts-utah-biz-cx_lm_0228naked.html
Re: On Research Methodology and Forensic Statistical Analysis. By mhatmccane on 2/28/2007 2:25 PM
It really is a pity that the SEC has to keep pretending they are not "bought and paid for". They just keep looking so inept. Is dumb that much better than compromised.

Reply: The SEC is the best regulator money can buy. B.
Re: On Research Methodology and Forensic Statistical Analysis. By bbhindyou on 3/1/2007 7:50 AM
without a control group it isn't a experiment it's a feeding frenzy.
Here lets give the fox a key to the hen house and see how that works for the hens.
Is there a scientist in the house,clearly not one who is advising the sec.
Re: On Research Methodology and Forensic Statistical Analysis. By searrows on 3/1/2007 7:52 AM
The SEC is the best regulator money can buy.

What a fantastic bumper sticker!!!!
Re: On Research Methodology and Forensic Statistical Analysis. By bburrell on 3/1/2007 7:55 AM
bbhindyou,

Go into Rense.com, or do Google Search on your subject. This material has been out for over two years now.

Best, Bud.
Re: On Research Methodology and Forensic Statistical Analysis. By bbhindyou on 3/1/2007 10:28 AM
The new powers givin the president to deploy and control national guard troops domesticly in case of disaster that was tacked on to the appropreation bill for defense combined with the domestic construction projects and other personal freedom restrictions put in place to protect national security,HHMMMMM
I've seen this pattern before where was it?
The chinese revolution?
The reprograming of the intelectual class there?
The russian labor camps?
Or was it further west ?
The pattern is so familliar I feel strongly I've seen it more than once.
Heads up bunnys I smell smoke.
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/1/2007 11:12 AM


Sterling's Classroom Member Forum



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By: oldblue
01 Mar 2007, 01:10 PM EST
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U.S. SECURITIES AND EXCHANGE COMMISSION
Litigation Release No. 20022 / March 1, 2007
SEC v. Mitchel S. Guttenberg, Erik R. Franklin, David M. Tavdy, Mark E. Lenowitz, Robert D. Babcock, Andrew A. Srebnik, Ken Okada, David A. Glass, Marc R. Jurman, Randi E. Collotta, Christopher K. Collotta, Q Capital Investment Partners, LP, DSJ International Resources Ltd. (d/b/a Chelsey Capital), and Jasper Capital LLC, C.A. No. 07 CV 1774 (S.D.N.Y) (PKC)
SEC Charges 14 Defendants in Wall Street Insider Trading Ring, Including Personnel at UBS Securities LLC, Morgan Stanley & Co., Inc. and Bear, Stearns & Co., Inc.
The Securities and Exchange Commission today announced insider trading charges against fourteen defendants in connection with two related insider trading schemes in which Wall Street professionals serially traded on material, nonpublic information tipped, in exchange for cash kickbacks, by insiders at UBS Securities LLC and Morgan Stanley & Co., Inc. The complaint alleges that in the first scheme, which has been ongoing since 2001, at least eight securities industry professionals, three hedge funds, two broker-dealers and a day-trading firm, made thousands of illegal trades and millions of dollars in illicit profits using inside information misappropriated by a UBS executive to trade ahead of UBS analyst recommendations (the "UBS Scheme"). The complaint alleges that in the second scheme, several securities industry professionals and a hedge fund made dozens of illegal trades and hundreds of thousands of dollars in illicit profits using inside information misappropriated by an attorney at Morgan Stanley to trade ahead of corporate acquisition announcements (the "Morgan Stanley Scheme"). Collectively, the complaint alleges, the defendants made at least $15 million in illicit profits from these two insider trading schemes.

The Commission's complaint alleges that in the UBS Scheme, from at least 2001 through 2006, Mitchel S. Guttenberg, an executive director in the equity research department of UBS, illegally tipped material, nonpublic information concerning upcoming UBS analyst upgrades and downgrades to at least two Wall Street traders, Erik R. Franklin and David M. Tavdy, in exchange for sharing in the illicit profits from their trading on that information.

According to the complaint, Franklin illegally traded on inside information in his personal accounts and for two hedge funds he managed: Lyford Cay Capital, LP, a hedge fund at Bear, Stearns & Co., Inc. and Q Capital Investment Partners, LP. Franklin also traded in his and his father-in-law's personal accounts. The complaint alleges that to avoid detection of this scheme, Guttenberg used coded text messages on disposable cell phones to communicate the tips to Franklin and arrange meeting places where Franklin would pay Guttenberg his share of illegal profits in cash. The complaint further alleges that Tavdy illegally traded on this inside information for Andover Brokerage, LLC and Assent LLC, registered broker-dealers where Tavdy was a proprietary trader. According to the complaint, Tavdy also traded on this inside information stolen from UBS in his personal account, the accounts of a relative and friend, and the accounts of Jasper Capital LLC, a day-trading firm with which Tavdy was associated.

The Commission further alleges that Franklin and Tavdy also had downstream tippees who traded on the UBS tips. Franklin tipped Mark E. Lenowitz, who illegally traded on this inside information for DSJ International Resources Ltd. (doing business as "Chelsey Capital"), a private hedge fund where Lenowitz was a portfolio manager, and in his personal accounts. As alleged in the complaint, three registered representatives at Bear Stearns who knew of Franklin's UBS tips (Robert D. Babcock, Andrew A. Srebnik, and Ken Okada) also illegally traded on this inside information in their personal accounts and, in the case of Babcock, for the Lyford Cay hedge fund. Additionally, the complaint alleges, David A. Glass, the owner of Jasper Capital, a day-trading firm that operated from the New York City offices of Assent, also traded on Tavdy's UBS tips for Jasper Capital. According to the complaint, Glass and Tavdy paid kickbacks to supervisory personnel at Assent to not disclose this trading scheme. Collectively, the complaint alleges, Guttenberg, Franklin, Tavdy, and their tippees made at least $14 million in illegal profits from the UBS Scheme.

The complaint alleges that, in the Morgan Stanley Scheme, several of the participants in the UBS Scheme, and others, traded ahead of corporate acquisition announcements using inside information stolen by an in-house lawyer at Morgan Stanley. In this scheme, according to the complaint, Randi Collotta, an attorney who worked in the global compliance department of Morgan Stanley, together with her husband, Christopher Collotta, an attorney in private practice, tipped material, nonpublic information concerning upcoming corporate acquisitions involving Morgan Stanley's investment banking clients, to Marc Jurman, a registered representative in Florida, in exchange for sharing in Jurman's illicit profits from trading on this information. The complaint alleges that Jurman illegally traded on this inside information, and had several downstream tippees who also traded, including Franklin and the Q Capital hedge fund, and two registered representatives at Bear Stearns, Babcock and Okada, who also were involved in the UBS Scheme. According to the complaint, the Collottas, Jurman and their tippees made over $600,000 in illegal profits from the Morgan Stanley Scheme.

The Commission's complaint names the defendants and includes the allegations set forth below:

Mitchel S. Guttenberg, age 41, who is a registered representative at UBS, and is an executive director and institutional client manager in the firm's equity research department. Guttenberg illegally tipped material, nonpublic information in connection with the UBS Scheme, in exchange for sharing in the illicit trading profits.

Erik R. Franklin, age 39, who, at times during the relevant period, was a portfolio manager for the Lyford Cay hedge fund and an employee of Bear Stearns in New York, New York, an analyst for the Chelsey Capital hedge fund in New York, New York, and a portfolio manager for the Q Capital hedge fund. Franklin illegally traded on and tipped material, nonpublic information in connection with the UBS and Morgan Stanley Schemes.

David S. Tavdy, age 38, who, at times during the relevant period, was a proprietary trader and registered representative at Andover in New York, New York, a proprietary trader and registered representative at Assent in New York, York, and a trader at Jasper Capital. Tavdy illegally traded on and tipped material, nonpublic information in connection with the UBS Scheme.

Mark E. Lenowitz, age 43, who, at times during the relevant period, was a portfolio manager for the Chelsey Capital hedge fund in New York, New York, and a limited partner in the Q Capital hedge fund. Lenowitz illegally traded on material, nonpublic information in connection with the UBS Scheme.

Robert D. Babcock, age 33, who is a registered representative at Suntrust Capital Markets, Inc. and, during the relevant time period, was a registered representative at Bear Stearns in New York, New York, and was associated with the Lyford Cay hedge fund. Babcock illegally traded on and/or tipped material, nonpublic information in connection with the UBS and Morgan Stanley Schemes.

Andrew A. Srebnik, age 35, who is a registered representative at Jefferies & Company, Inc. and, during the relevant time period, was a registered representative at Bear Stearns in New York, New York. Srebnik illegally traded on material, nonpublic information in connection with the UBS Scheme.

Ken Okada, age 31, who is a registered representative at Cathay Financial, Inc. and, during the relevant time period, was a registered representative with Bear Stearns in New York, New York. Okada illegally traded on and/or tipped material, nonpublic information in connection with the UBS and Morgan Stanley Schemes.

David A. Glass, age 32, who is the owner and president of Jasper Capital and, at times during the relevant period, also was a registered representative at Assent. Glass traded on material, nonpublic information in connection with the UBS Scheme.

Randi E. Collotta, age 30, who is an attorney and the Director of Securities Operations at The Garden City Group, Inc. and, during the relevant time period, was an attorney in the global compliance department of Morgan Stanley in New York, New York. Randi Collotta illegally tipped material, nonpublic information in connection with the Morgan Stanley Scheme, in exchange for sharing in the illicit trading profits.

Christopher K. Collotta, age 34, who is an attorney in private practice. Christopher Collotta illegally tipped material, nonpublic information in connection with the Morgan Stanley Scheme, in exchange for sharing in the illicit trading profits.

Marc R. Jurman, age 31, who, at times during the relevant period, was a registered representative at the Boca Raton, Florida branch office of Marlins Capital, LLC, and a registered representative at the Boca Raton, Florida branch office of Finance 500, Inc. Jurman traded on and tipped material, nonpublic information in connection with the Morgan Stanley Scheme.

Q Capital Investment Partners, LP, which is a Delaware limited partnership with offices in Fort Lee, New Jersey. During the relevant time period, Q Capital operated as a hedge fund. Q Capital traded on material, nonpublic information in connection with the UBS and Morgan Stanley Schemes.

DSJ International Resources Ltd., which does business as Chelsey Capital, and is a New York corporation with offices in New York, New York. During the relevant time period, Chelsey Capital operated as a private hedge fund. Chelsey Capital traded on material, nonpublic information in connection with the UBS Scheme.

Jasper Capital LLC, which is a New York limited liability company owned by Glass. During the relevant time period, Jasper Capital operated as a day-trading firm from the offices of Assent in New York, New York. Jasper Capital traded on material, nonpublic information in connection with the UBS Scheme.
As a result of the conduct described in the complaint, the Commission alleges that each of the Defendants violated Section 10(b) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder, and that Defendants Q Capital, Chelsey Capital, Jasper Capital, Guttenberg, Franklin, Tavdy, Lenowitz, Babcock, Srebnik, and Glass also violated Section 17(a) of the Securities Act of 1933. The Commission's complaint seeks permanent injunctive relief, disgorgement of illicit profits with prejudgment interest, and the imposition of civil monetary penalties.

In a related criminal case, the U.S. Attorney's Office for the Southern District of New York announced today criminal charges against Guttenberg, Franklin, Tavdy, Lenowitz, Babcock, Okada, Glass, Randi Collotta, Christopher Collotta, Jurman, and others in connection with these two insider trading schemes. The Commission wishes to thank the U.S. Attorney's Office and the Federal Bureau of Investigation for its assistance in connection with this matter.

The Commission's investigation is continuing.

SEC Complaint in this matter



http://www.sec.gov/litigation/litreleases/2007/lr20022.htm



Re: On Research Methodology and Forensic Statistical Analysis. By Eureka on 3/1/2007 7:30 PM
Bud,Here is a Link
www.worldreports.org/news/20_horriffic_global_con

Do you think this Wanta $ has something to do with CMKX shareholders being paid.Bob Mahue has created the perfect storm with proof of the largest Naked Short.The Naked shorts are locked in and CMKX is about to file the interplead.Here is another Link

http://millionaires.proboards86.com/index.cgi?board=main&action=display&thread=1171179193

www.worldreports.org/news/39_paulson_flew_to_isra






Reply: I don't know of or think there is any link between Wanta and anything with CMKX. I could be wrong, but experience is my guide, and I have none with such an event.

Best, Bud.
Re: On Research Methodology and Forensic Statistical Analysis. By Curious on 3/2/2007 11:44 AM
My research skills are lacking, could someone tell me what country Wanta serves or is it the united nations? I now have a better understanding of the total picture now. Thanks to this site.
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/3/2007 8:56 PM
Last week the Dow lost about 700 points or close to a trillion dollars and in spite of all the experts blaming China and Hilary Clinton and Alan Greenspan we still don't know why this dramatic event (s)took place. So here is my question again. Where did all that money go? On Tuesday 2.4 billion shares traded of this only 24 mill were buys 2.375 billion in sells. Do you think somebody knew something.? I do. And I'm not that bright. Any thoughts anyone?

Reply: This is a zero sum game. The money went into someone's pocket.

We need them found and dealt with. B.
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/5/2007 7:27 AM
And the plot thickens!!!

Updated:2007-03-02 16:59:51
SEC Alleges Insider Trading Ahead of TXU Bid
By SIOBHAN HUGHES, Wall Street Journal
(March 2) - Federal regulators on Friday charged that unknown investors had engaged in illegal insider trading ahead of last month's news that Texas power generator TXU Corp. would be bought by a private-equity group for $32 billion.


More From the Journal
Asset Shift Leaves Wealthy More ExposedBlogging Every Minute of ItGenerating Some Power at the GymBumper Design Can Dent the WalletGenerating Income in a Low-Yield EraThe Securities and Exchange Commission said that it had won a court order freezing $5.4 million in assets of some unknown buyers of about 8,000 TXU call options. TXU shares surged nearly 14% in early trading on Monday, Feb. 26, the day of the announcement of the takeover. The SEC said that the purchases were placed between Feb. 21 and Feb. 23 through overseas accounts.

"We're working closely with the brokerage firms as well as the foreign regulators to identify the individual purchasers," said Kit Addleman, associate district administrator in the SEC's Fort Worth office.

On the Friday before the deal was announced, trading was heavy in call options on TXU. Just more than 18,000 of the options, which give investors the right to buy the stock, changed hands. That compared with an average daily volume for the rest of February of about 2,400 contracts.

The SEC said in a complaint that on Feb. 21, some 1,060 call options were purchased through an account at Credit Suisse in Zurich and cleared through Swiss American Securities Inc. On Feb. 21 and 22, at least 260 TXU call options were purchased through an account at Fimat Banque Frankfurt Zweigniederlassung and cleared through Fimat USA LLC, the SEC said.

On Feb. 23, some 6,700 TXU call options were purchased through an account at UBS AG London and cleared through UBS Securities LLC, according to the SEC. The trading profits in this account were estimated at about $4.7 million.

The brokerage firms couldn't immediately be reached. A call option gives the purchaser the right to buy 100 shares of an underlying security at a specified price up to a specified expiration date.

The order from U.S. District Court in Chicago also orders the unknown buyers to identify themselves and prohibits them from destroying evidence.

The deal, under which TXU agreed to be purchased by a group led by Kohlberg Kravis Roberts, Texas Pacific Group and Goldman Sachs Group Inc., was expected to close in the second half of 2007 when it was announced last month. At the time it was announced, it was estimated that, if the deal closed, it would be the largest leveraged buyout in U.S. history.
Re: On Research Methodology and Forensic Statistical Analysis. By hoagx on 3/5/2007 6:31 PM
i will have this on my bumper next week!

The SEC is the best regulator money can buy.
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/6/2007 7:21 AM
Bud.. are we still on for that Tsusami for the Mid to the end of March?

Reply: End of March, to Mid-April latest.

Best, Bud.
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/6/2007 12:00 PM
Brower Piven Announces Class Action Lawsuit on Behalf of Sellers of Fairfax Financial Holdings Limited Against Various Hedge Funds -- FFH
Market Wire - March 01, 2007 8:41 PM ET


Related Quotes
Symbol Last Chg
FFH Trade 195.29 +1.77
Quotes delayed at least 15 minutes

The law firm of Brower Piven, A Professional Corporation, today announced that a securities class action was commenced on behalf of shareholders who sold the common stock of Fairfax Financial Holdings Limited (NYSE: FFH) between December 18, 2002 and July 25, 2006, inclusive (the "Class Period").

The case is pending in the United States District Court for the District of New Jersey. The complaint filed in this case alleges a massive, illegal stock market manipulation scheme that has targeted and severely harmed shareholders of Fairfax, and has resulted in immense ill-gotten profits for defendants S.A.C. Capital, Exis Capital, Third Point, Rocker Partners and other extremely powerful hedge funds. The complaint filed in the case further alleges that Defendants launched a manipulation scheme which was an abusive short selling strategy coupled with a public relations campaign full of false and misleading statements about Fairfax, its executives, its business, and its common stock price designed to drive down the price of Fairfax stock.

No class has yet been certified in the above action. If you are a member of the proposed class, you may retain counsel of your choice, and you may ask the court to be appointed as lead plaintiff in the case no later than April 9, 2007. In order to serve as a lead plaintiff, you must meet certain legal requirements. To be a member of the proposed class you need not take any action at this time.

If you sold shares of Fairfax Financial Holdings Limited during the Class Period indicated and want to discuss your legal rights, you may e-mail or call Brower Piven, who will, without obligation or cost to you, attempt to answer your questions. David Brower and Charles Piven have combined experience in securities and class action litigation of over 40 years. You may contact Brower Piven at The World Trade Center-Baltimore, 401 East Pratt Street, Suite 2525, Baltimore, Maryland 21202, by email at hoffman@browerpiven.com or by calling 410/332-0030.

CONTACT:
Brower Piven, A Professional Corporation
Baltimore, Maryland
Charles J. Piven
410/332-0030
Contact via http://www.marketwire.com/mw/emailprcntct?id=BC2A35B9DC5B7755


SOURCE: Brower Piven, A Professional Corporation

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Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/7/2007 9:43 PM
You should listen to this!!!

You have to go to the USXP website to get this link!!

Richard A. Altomare, Chairman and CEO of Universal Express Delivers Naked Short Selling Speech. Click here to view this speech





Reply: I heard it when done. My kind of communication, simple, clear, forceful, and to the point.

Remember it when you hear the coming Bloomberg piece, now on for March 13 at 7, 9 and 10 PM EST.
Re: On Research Methodology and Forensic Statistical Analysis. By Sean on 3/8/2007 6:36 AM
Bud I am getting real nervous. I got a bad feeling about this stuff, too much money involved and too many powerful people that have a lot to lose along with the protect the brokerages at all costs SEC. I hope the upcoming Bloomberg piece is not watered down like the Dateline NBC piece on Eagletech was. Something has to give real soon in our favor I hope. Thanks for your efforts and this venue. S!!
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