| 30.10.2012 Hedge funds down 0.22% after rocky October, continue equities sell off - BAML |
| Bailey McCann, Opalesque New York: Early October data from Bank of America Merrill Lynch shows that hedge funds are down slightly for October and are continuing their heavy sell off of US equities. According to data in the report, COT Eurodollar positioning is an unexpected leading indicator for the equity market - leading the S&P 500 by one year with a correlation of 72% since the beginning of 20 |