Here is good theory on it and TAKI posted once.....
Listen the shares on peoples accounts have already been sold short well before anyone Gives an Order to sell them.lol. For example Let us say there is a stock and has a total volume for the day 100k shares.The 100k shares lets say were sold by you then in the evening you look at finra short volume link below. And see 100k shares that you sold it shows as short on the Finra site.Then you say WTH???These were my shares, and the MM executed the order.This can not be short.As I had the shares long right????Well lol.Your shares were already shorted days or weeks before you gave the sell order to the MM.lol.Thus you see them shorted on the finra site.So the MM will later on will cover his position when ever he decides to do so.lol. http://regsho.finra.org/FORFshvol20100423.txt Let us says I have 200k EXPU on my account long.And I go sell it today at .005.And the total volume for the day is 200k=My Sold shares.Then in the evening I look at Finra site, and there I see my 200k show as short right???It does because these 200k shares had already been shorted well before I had decided to sell them. In the first place when I bought them from the MM, he probably gave me UFO shares already thin air shares and deposited them to the account.lol.They were short all along.lol
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