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.
Saturday, March 5, 2011
SPX with Keybot the Quant Signal Lines Thru 3/6/11
Keybot the Quant is long from the open on 3/3/11 at SPX 1319. Markets are very jumpy. Retail sector and higher volatility remain firmly in the bear's camp. Semi's and copper are in the bull's camp, at least for now, and the financials are sitting on the fence.
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