The aim of this project is to answer the following questions:
- Broadly, does Daylight Savings impact markets?
- How are other countries who don’t observe Daylight Savings impacted, such as Japan?
- Can the DST effect be used to train a classifier which identifies DST weekends based on stock data? Which features are needed to train an accurate classifier?

Some of these questions were studied in an influential 2000 study by Kamstra, Kramer, & Levi, though these results were questioned by later studies. We aim to contribute to this discourse.