Scancell Share Discussion Threads

[tosh123] 06/2/2019 16:11

Hahahaha.... now why does that final statement not shock me... Brilliant.

In fact the contrary is 100% true... I have proven that you have absolutely no idea what you're talking about.

500 mill laughed my head off.
CFD is unhedged laughed even louder.
There are tax implications even louder.
The provider cant make any money if he hedges, louder still.
Theres a CFD market roared and roared.


Now jog on little man.

[inanaco] 06/2/2019 16:01

you have not proved anything ...

[tosh123] 06/2/2019 16:00

Miavoce,
my pleasure sir.

[miavoce] 06/2/2019 15:54

Thanks Tosh.

[tosh123] 06/2/2019 15:54

And i hope that ineptico goes back to LSE and apologises to Researcher 1.
He tried to be clever, but actually came out of this looking very silly.
again

[tosh123] 06/2/2019 15:49

Miavoce,
primarily, because the CFD is a very liquid means of trading, its is always via the underlying. Basically, at the end of each day, any net positions will be calculated and hedged.
In a lot of cases though where the underlying equity has little volume or indeed the shares are tightly held, hedging will take place immediately.
It has been known to hedge via a future or an option, but that is too risky, especially as a lot of people trade to capture the upside of corporate actions, so by definition, the only way to protect against this is to hedge via the physical.
I hope that makes sense.

[tosh123] 06/2/2019 15:28

The subject is now closed.... you were WRONG.. End of story
So dont come over here looking to clog up the BB with your uneducated nonsense, and then fail to grasp the most basic of principles.
Today has only gone to reinforce how thick you really are. No wonder you cant identify risk, you cant even understand the basics of trading principles, which also reinforces why you only have the aptitude to be involved in one share rather than a portfolio... and even with only one share, you still lose nearly 90% of your money !!

I think points have been proven.

[miavoce] 06/2/2019 15:27

Hi ToshOut of interest, are any other forms of hedging used ie other types of derivatives / options, or is it always the underlying which is bought or sold ?

[tosh123] 06/2/2019 15:24

What CFD market ??? What are you talking about ? Theres NO CFD MARKET, theres merely platforms that allow people to buy or sell the performance of any given asset, and that asset, contrary to your absolute hog wash, is hedged via the physical... 100% FACT.

It is actually illegal for an FCA regulated entity to run a " naked " customer position, and to offer equity CFD's you need to be a regulated entity. so Mr Know Nothing, if you think that the positions are not hedged, then you are also saying that the FCA is wrong.
If you handle client money, you HAVE to protect it... Its the law.

You clearly have NO IDEA what you're talking about.
The only nonsense on here is what you're posting... YOU ARE WRONG... Any CFD provider will protect his position by hedging, and is mandated to do so under the terms of his license ... simple !

Now go and apologise to Researcher !

You cant of been any more WRONG... Like i said, in future and before you made an idiot of yourself ( too late for today im afraid ) just ask someone that has knowledge of such matters, before making totally incorrect statements, that come back and bite you.

Now jog on.

[inanaco] 06/2/2019 15:06

the CFD market will not react to a £10k trade ... by buying the asset ...

it's just complete nonsense and indeed researcher 1 could never prove the trade and you cannot either

[tosh123] 06/2/2019 14:58

Honestly.... you really are just digging a bigger hole for yourself...

"if every CFD contract had an underlying asset behind it .. how would the broker make money ?"... Easy.... its in the initial spread, plus carry / custody fees , plus execution fees... Basic stuff.

"his profit/loss would be neutralised by the asset itself ???"... WRONG, his profit / loss is protected by the provision of a hedge... once again, very simple stuff.

ACCEPT IT..... YOU ARE WRONG... now researcher 1 deserves an apology.

Now please jog on... I have taught you enough this afternoon... or not as the case may be.

[oldnotwise] 06/2/2019 14:54

Strange how Inanaco can understand all the science of Scancell but is incapable of "Getting" how and why (if at all) a CFD Provider would hedge a retail position.
I conclude that either:-
1 Inanaco does not understand the Science but cuts, pastes and blusters suggesting that he doesn't really "get" hedging which is very simple compared to the Scancell science.
OR
2 Inanaco does understand the Scancell science but can't understand Hedging which tells me that he's simply winding people up.
So which is it Inanaco?
You can't have it both ways if you really can research and understand the SCLP science so well?
Hedging a CFD is very simple compared with Scancells IP.
So which covers your situation?
1 or 2?
It can't be both or neither.... simple choice. 1 or 2?
ATB

[tosh123] 06/2/2019 14:52

Listen you idiot... just accept that you have got it all wrong.
I have explained in great detail why you are wrong, if you cant grasp the most basic of trading principles, thats your fault, no one elses, I think everyone else understands.

and finally ... " Tosh is talking about hedging the difference between all the CFD options on the table"

"Researcher 1 ... is talking about a single option on the table"

Its EXACTLY THE SAME THING you bone head... what bit dont you understand.. a single option ( and for clarity, a CFD is most certainly NOT an option ), could be the ONLY position on that stock, but still needs to be hedged in its entirety, hence why sometimes they show up and sometimes they dont, its all dependent upon the net position... Honestly, primary school kids would have grasped this quicker.

Researcher is 100% CORRECT, and you are 100% WRONG... whether you like it or not.
Now be a good lad and jog back over to LSE and apologise to Researcher 1.

[inanaco] 06/2/2019 14:46

so Mia i again refer you to the actual post


researcher1
Posts: 1,678
Opinion: Strong Buy
Price: 6.65
inanacoToday 12:33not true, I've seen them show up - exact times and amounts, but not reliably.

LOL

[inanaco] 06/2/2019 14:44

Mia

let's look at one deal

Buy the share in the market bid a 1p sell 1.2p plus tax plus cost of trade

spread on the CFD would be the same No Tax plus cost of trade


if every CFD contract had an underlying asset behind it .. how would the broker make money ?

his profit/loss would be neutralised by the asset itself ???

it's like buying and selling at the same price .. Great Turnover .. but it does not pay the bills

[tosh123] 06/2/2019 14:41

"what happens in the short situation .. how does he sell shares he does not own ?

does he Borrow ?" ... Dear oh dear... you clearly haven't read or learnt anything at all... its there in my original post READ IT ... As an institution, the CFD provider has access to equity funds that will lend shares for short coverage, hence why CFD's are the preferred means of shorting for retail customers... Please please try and keep up.


"getting a bit complex now eh !"... Not at all... its really very basic stuff, for most people with average intellect.

Now please go and apologise to the guy on LSE, because you have got EVERYTHING WRONG, yet again, and he was right.

[inanaco] 06/2/2019 14:38

No ...

Tosh is talking about hedging the difference between all the CFD options on the table


Researcher 1 ... is talking about a single option on the table

Huge difference

[miavoce] 06/2/2019 14:35

Tosh covered that in his orgiginal explanation inan

[tosh123] 06/2/2019 14:35

You dont understand....
The cost of any stamp duty ( if indeed applicable ) would be embedded in the price differential of the underlying asset ( slippage ).
In most cases though ( if not all ) CFD providers are members of the LSE, so STD is not applicable anyway as they are exempt.
So NO... you are wrong, tax does not become liable.


"its the business model of a numpty ie the "spread in both contracts would be the same"..
Once again, you are WRONG, there is a very clear differential between the contract prices to buy or sell. In fact the ideal scenario for any CFD platform is that shorts = longs... that way they make double the spread, as its a natural hedge.


"offer the client a CFD

then buy the share" ..

YES thats exactly what they do... they need to hedge their exposure, and do so by either buying to cover the long, or borrowing shares and selling to cover a short.

"broker is in a loss position ... tax"
Again, totally incorrect. There are ZERO tax implications for the CFD provider, and as about 75% of retail customers lose all their money on a CFD's, its actually a very nice business.

I could educate you more, but honestly cant be bothered.

So, you were WRONG on every aspect of your post, so suggest that you go and apologise to whoever you tried to ridicule over on the other place.

Once again, sent packing with your tail between your legs.
Now please Jog on little man.

[inanaco] 06/2/2019 14:26

Tosh you have explained why the Broker may need to "BUY" shares to Hedge the bet

what happens in the short situation .. how does he sell shares he does not own ?

does he Borrow ?

getting a bit complex now eh !

[inanaco] 06/2/2019 14:19

what evidence

why would a CFD broker buy the asset ...against a CFD contract when he would be liable for the

1/ stamp duty
2/ tax will become liable

what business model offers insurance and then reinsures at a higher cost ?

its the business model of a numpty ie the "spread in both contracts would be the same"

offer the client a CFD

then buy the share ..

broker is in a loss position ... tax !!

you have already posted this today


""""Secondly, there are no tax implications whether that be STD or CGT, so for some people its this benefit that makes trading via a CFD attractive, not the access to leverage.""""

so yet again

ONW and Tosh is this correct ?

researcher1
Posts: 1,678
Opinion: Strong Buy
Price: 6.65
inanacoToday 12:33not true, I've seen them show up - exact times and amounts, but not reliably.

[panama7] 06/2/2019 14:14

Torquay, I think rocking the BOD boat is definitely the answer, they have shown no respect to their Investors whatsoever which was encapsulated in goodfellow's 300k severance pay and Goodfellow telling Investors that had bought at 30,40, 50p that raising funds at 10p was a great achievement and the best fundraising ever. As for LD if the very developer/originator can't commit fully to this great science why on earth should we expect Big Pharma or the Investment community to commit to it. Her intransigence sends a very negative message , it says that she is not 100% convinced by it's commercial ability.

[tosh123] 06/2/2019 14:13

Listen ineptico,
i have forgotten more than you will ever know about derivatives, specifically CFD's.

I have given you a clear and accurate account of what happens, if you dont have the intellect to understand the most basic of principles, i suggest that rather than trying to lecture someone on the other BB, about something that you clearly have zero understanding of, you ask someone that has worked with equity derivatives for many many years, including supporting a very busy CFD platform, BEFORE you make yourself look silly.... Too late this time, but in future, if you need guidance, im sure that there are people on this BB that will help.

The answer to your question IS IN MY ORIGINAL POST.
Its yes.... the derivative is hedged via the underlying therefore, there will be occasions when the trades will appear on the print.... its that simple.

[tosh123] 06/2/2019 14:05

Bless him... he still clearly doesn't understand.
I have provided him with all the information needed to understand, but alas, it would appear that you really cant put 2 pints into a 1 pint pot.

I will leave him to continue in ignorance. I tried to teach him, but .....

Its really very basic stuff,.