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.
Tuesday, April 12, 2011
SPX with Keybot the Quant Signal Lines thru 4/12/11
Keybot the Quant flipped back to the short side today at 9:56 AM EST at SPX 1315. Broad markets continue this four month topping and rolling over behavior reaking havoc on trading algorithms. Indexes will be committing to one direction or the other one of these days; we will see if down is the way to go now or if this move today will be whipsawed. Markets remain unstable. Do not invest based on anything you read or view here. The charts and information, as well as any links, are for educational and entertainment purposes only.
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