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, August 23, 2011
SPX Daily Chart Shows Keybot the Quant Algorithm Turns
Keybot flips to the long side at SPX 1146 today. The short side run that caught the big bear down move from SPX 1324 is over, for now. Stay on guard for any potential whipsaw. The chart shows the algo's turn calls over the last three months.
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