Thread by @userofintellect

A few assumptions in my "new solution" DD for #AMC & #GME Please comment if these assumptions are wrong or need adjustment:
1- Most brokerages don't fulfill orders immediately. They keep the money / may benefit from a decline in two days or longer aka T2+. No enforcement

2- Naked shorting is legal. Synthetic shares can be created to maintain an "orderly" market. The system has no enforcement mechanism and squeeze plays that last a few days encourage such practice. MMs & shorts benefit. Type 1 synthetic shares.

3- Big money buys huge puts, MMs create synthetic shares & sell them while they dont have any shares & / no shares available (Type 2 synthetic shrs) MMs purchase it cheaper later MM benefit more from deflation. Big money shorts as much as they want. burden on MMs => option fukry

4- Payment for order flow, legally enables MMs and clearing houses (and in worst case when an entity is both like Citadel) to mark the orders /short/ long / keep them for a few days or longer/ package and repackage/ dark pool. No enforcement

5- The real short interest is hidden. No way of knowing the real number regardless of what service you are subscribed to ie Ortex or S3. It's an honor system and we should NOT expect say Citadel to provide the real SI numbers to exchanges. No enforcement

6- Market Makers don't pay for option rollover. They can kick the can down the road. Thus, synthetic shares have no expiration date. No enforcement mechanism. They make so much money off this, its not worth it for them pushing it too far.

7- Funds can create divorced puts (some call it married puts) to create third type of synthetic shares (this is the illegal synthetic/naked shorting) borrowed, lend & sold multiple times. There is no checks & balances to distinguish real shares from fake => high Dark pool volume.

Please share so I can get some feedback for my supper DD on the weekend. Add if i missed any fukry. Thanks
PS. #KenGriffinLied & #CitadelScandel & #RobinhoodInsiderTrading shit will hit the fan soon