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.

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