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, October 6, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns
Updated chart showing the algo turns. Last trade was a round trip going short from SPX 1146 on 9/29/11 and today now flipping back to the long side at SPX 1146.
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