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. AI is NOT used for any content on this blog.
Wednesday, September 14, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns Bullish from 9/14/11
SPX daily chart shows recent algo turns. Long from SPX 1146 on 8/23/11, then short from SPX 1207 on 9/1/11, then long from SPX 1200 on 9/8/11, which resulted in a whipsaw, this was the day that Chairman Bernanke's speech tanked the markets, thus, short from SPX 1186 on 9/8/11, then long from SPX 1180 on 9/14/11, today. As always, stay on guard for a whipsaw today or tomorrow. For now, the market bulls rule.
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