| An increase in high-frequency trading in commodities is boosting the short-term correlation between prices for raw materials, including oil and food, with stocks and other assets, a study found.
From the collapse of Lehman Brothers Holdings Inc. in September 2008, commodities have developed a correlation with U.S. stock markets at periods from one second to five minutes with the advance of high-frequency trading, which uses algorithms to analyse markets and execute orders, according to a study by Geneva-based economic affairs officers...............................................Full Article: Source
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