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.
Thursday, June 9, 2011
SPX Daily Chart Showing Keybot the Quant Turns
Keybot covered the short side and flipped long today at SPX 1290. Volatility remains low, relatively. Watch for a whipsaw since the move to the bullish side is not convincing as yet. Utilities sector and low volatility are helping the bulls. Markets remain unstable, stay on guard. Watch SPX:VIX ratio 68 level. 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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