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.
Monday, March 7, 2011
SPX with Keybot the Quant Signal Lines Thru 3/7/11
Keybot the Quant flipped short at 11:32 AM EST today at SPX 1313. Semi's and copper sold off to start the week. Retail and financials are also weak and volatility remains high. This sets an overall bearish tone for the broad markets.
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