Monday, December 12, 2011


Keybot the Quant is long as the Monday session is underway. The algo wasted no time printing a number as soon as the bell rang.  Intel is lowering estimates so the chips are getting hit, the SOX collapsed under the algo's 371.30 level of interest, creating market bearishness today.  Copper failed as well adding to the market weakness. The financials have jumped into the picture as well now only pennies away from adding to broad market weakness.

The quant is constantly readjusting values, so watch XLF 12.80 now only pennies above where broad market weakness would further accelerateKeybot is long now but note that the quant wants to flip short.  Other programming rules are holding the algorithm back. If the SPX drops towards and thru 1234 the algo will probably flip to the short side. Caution is warranted.

12/18/11; 7:00 PM EST =
12/12/11; 9:30 AM EST = -10; signal line is -6 but algorithm says stay long
12/11/11; 7:00 PM EST = +22; signal line is -7
12/9/11; 11:00 AM EST = +22; signal line is -10

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.