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, September 30, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
For the last turn, Keybot the Quant flipped to the short side at 2:10 PM EST 9/29/11 at SPX 1146. More stutter steps and whipsaws would be anticipated with volatility remaining high.
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.
No comments:
Post a Comment
Note: Only a member of this blog may post a comment.