While banks have been shown to manipulate every asset class [3] (except of course stocks where HFT is merely a liquidity provider), it has largely been left to the Chinese to be blamed for 'plan' what data is released to the world and 'manage' expectations [4]. With conspiracy 'theories' in market and macro data manipulations being proved 'fact'; we thought it intriguing that the US Macro data cycle has rapidly diminished since the financial crisis. This, of course, makes perfect sense in a world where fundamentals no longer matter; nevertheless, compared to the pre-crisis swings, things are different this time.
[5]
On a side-note, US macro data has collapsed in the last few days to a one-month low from a five-month high.
Chart: Bloomberg