Keybot the Quant™ is a statistical arbitrage algorithm using the SPX (S&P 500) as the benchmark index. Disclaimer: This blog and all its contents are for educational and entertainment purposes only. Do not trade or invest based on any content on this blog. Read Terms of Service. The K E Stone blog sites (The Keystone Speculator) are blacklisted by Google, so enjoy the ad-free experience, and only use the Donate button when supporting the sites.
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Thursday, September 1, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
Here is an updated SPX chart showing the latest algo turns; Keybot went short at SPX 1324 on 7/11/11. The algo then went long at SPX 1146 on 8/23/11. Today, Keybot flipped back to the short side at SPX 1207. Watch out for a possible whipsaw over the next day or two.
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