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 8, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
The algo whipsawed today, first time in three months, going long at SPX 1200 at 10:33 AM EST only to flip back to the short side at SPX 1186 at 2:28 PM EST, after Chairman Bernanke's talk drove the markets south. Stay on guard for a potential whipsaw again tomorrow depending on how President Obama's speech goes tonight.
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