"Daylight Savings Time"
It would appear the machines running the correlation show in global markets, conditioned to always ramp risk into the European close - were not told of the US DST
"Daylight Savings Time"
It would appear the machines running the correlation show in global markets, conditioned to always ramp risk into the European close - were not told of the US DST
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Links:
[1] http://www.zerohedge.com/users/tyler-durden
[2] http://www.zerohedge.com/taxonomy_vtn/term/12411
[3] http://www.zerohedge.com/sites/default/files/images/user3303/imageroot/2014/03/20140312_algo.png