The basis of the dynamics in the market relationships of the space and time dicribsion on modern turbulance bourses with the position value and trade theory (part 1)

Abstract

Purpose: the article is devoted to modeling the market interaction of supply and demand in the dynamics of three-dimensional space on the bourse market in conditions of turbulence using classical economic theories of General utility, product value and total costs. Discussion: turning to the theory of value, as a necessary scientific direction that complements the marginal theory of utility, is associated with the intensive manifestation of turbulence in the behavior of prices on the modern bourses in 2020, observed since the end of the 80s of the last century, which characterizes the unpredictable behavior of prices on modern stock markets. Initially, the most tangible peak was reached at 19 of October 1987 which erupted in the global stock market crisis. This crisis led to the ruin of more than 90% of actively working traders in the stock markets. In the future and up to the present time, the world exchange trade, as we know, is constantly «feverish» financial and other shocks and instability. In fact, the main reason for developing bourses crises, which, unfortunately, are becoming more and more periodic and stable, is the natural increase in the speed of exchange such as the «purchase and sale» of shares or other similar derivatives. The turbulence (bourse altitude) activity, in the same of the time, reduce more and more times that that traders-brokers are forced to abandon the previously traditionally established order of sequential change of procedures for «buying and selling» and are forced to simultaneously act both as sellers and as buyers, at the same time. And then, fearing to lose a significant portion of their profits and incur imminent ruin, most traders or brokers began to delay the sale of relatively significant volumes of shares. At the same time, the presence of a reduced number of shares or other derivatives in the exchange trading turnover of the market should lead to a market deficit of shares and therefore to an increase in demand for them (which, according to the law of demand, is the natural tendency of the market to increase prices). But such price increases, from the point of view of the natural behavior of the market, we will have to see in the future, as the contrafact market. Therefore, we will have the change of the turbulence markets prices (volatility solution), in way of, more also prices solutions as the «bourse challenge» up to the negative solutions. The last solutions, as we see, to way out us to the crisis challenge solutions in all, and to the bad crisis activity on the bourse turbulence market (we mean here, on the bourse trade square: trading against bear also follow to the bear trade solutions). Result: we have the create solutions way of the strategy, also the reduce solutions on the bourse trade square, also the positive market solutions (we mean here, the positive bourse market solutions, with also the positive bourse market future solutions). We mean here, the basis of the space and time condition, way with the open the first reduce of the wave the bourse price oscillations, that follow after the little long oscillations of price on the bourse turbulence market (on the trade square, on the bourse square market).