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"Robust Evidence" Confirms Fed Leaks Data Ahead Of Rate Announcements


Having questioned whether Tim Geithner leaked every Fed announcement to the banks during his tenure (but did not mention it in his memoirs) and shown that traders acted on information at faster than the speed of light (and thus were indeed aware of leaked decisions ahead of time), it should be no surprise that a new research paper has found "robust evidence" that some traders have been getting early news of U.S. Federal Reserve rate announcements and then trading on it during the Feds media lockup.

1 Comments in Response to

Comment by Patty Goldman
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The research paper quoted by Zero Hedge, has it been reviewed by others? Are we just supposed to believe this "research"? I'm not a professor but I could have come up with the conclusions stated. Big deal. I'm not impressed. Nanex is the company that feeds the Dow Index numbers, etc. to the various trading companies for day-traders, etc. For insider information all you need to do is look at the 1 minute boxes of the Dow Index. The communication system is a really clever code. The direction of the market is broadcast to insiders 4-5 days ahead, every little up and down every day the market is open. They don't need fed news leaks. The Flash Crash was called-out in these boxes 2 days before the event. This same program was added to Apple June 2013. It's controlling Tesla and probably many other stocks. Look at if you don't believe me. Nanex is not our friend. One minute information can control the stock market and isn't as difficult as finding the Higgs-Bosom particle as was suggested. Thank you

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