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.
Friday, June 10, 2011
SPX Daily Chart Showing Keybot the Quant Turns
Keybot whipsawed back to the short side after the brief bounce yesterday, taking a 1% loss but catching the down draft today. Short from SPX 1277 at 10:06 AM EST on 6/10/11.
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