Keybot the Quant™ is a statistical arbitrage algorithm; a stock market timing model that oscillates from long to short, bullish to bearish, respectively, and back again, 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. VIEW THIS SITE IN GOOGLE CHROME BROWSER. DISABLE YOUR ADBLOCK SOFTWARE.
Thursday, September 8, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
The algo whipsawed today, first time in three months, going long at SPX 1200 at 10:33 AM EST only to flip back to the short side at SPX 1186 at 2:28 PM EST, after Chairman Bernanke's talk drove the markets south. Stay on guard for a potential whipsaw again tomorrow depending on how President Obama's speech goes tonight.
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