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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Friday, September 30, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
For the last turn, Keybot the Quant flipped to the short side at 2:10 PM EST 9/29/11 at SPX 1146. More stutter steps and whipsaws would be anticipated with volatility remaining high.
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