Keybot the Quant remains short. The big spike higher in volatility creates market weakness. Equities remain a crap-shoot. Volatility, financials, commodities and retail all appear important for next week. Keybot did not print any numbers the whole week except for the pre-scheduled Friday number. This illustrates the ongoing market indecision. The SPX moves through 1840-1880, a 40-handle range, for the last month. Areas and levels of interest to the algo can be identified once the pre-scheduled Sunday number prints.
3/16/14;
7:00 PM EST =
3/14/14; 10:00 AM EST
= +48; signal line is +51
3/9/14;
7:00 PM EST = +48; signal line is +51
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.