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, September 1, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
Here is an updated SPX chart showing the latest algo turns; Keybot went short at SPX 1324 on 7/11/11. The algo then went long at SPX 1146 on 8/23/11. Today, Keybot flipped back to the short side at SPX 1207. Watch out for a possible whipsaw over the next day or two.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.