We simulate three-dimensional, horizontally periodic Rayleigh-Bénard convection, confined between free-slip horizontal plates and rotating about a distant horizontal axis. When both the temperature difference between the plates and the rotation rate are sufficiently large, a strong horizontal wind is generated that is perpendicular to both the rotation vector and the gravity vector. The wind is turbulent, large-scale, and vertically sheared. Horizontal anisotropy, engendered here by rotation, appears necessary for such wind generation. Most of the kinetic energy of the flow resides in the wind, and the vertical turbulent heat flux is much lower on average than when there is no wind.
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