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.
Wednesday, April 20, 2011
SPX with Keybot the Quant Signal Lines thru 4/20/11
Keybot the Quant flipped to the long side at the open today at SPX 1324. This low volatility, low volume behavior, that drives the stat arb algorithm's crazy, continues along. Resolution and a firm trend will surface at some point. Stay on guard for a whipsaw. 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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