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.
Wednesday, November 9, 2011
SPX Daily Chart Showing Keybot the Quant Turns
Updated chart showing the turn to the bull side yesterday. Futures are down large now, Wednesday morning before the open, so a whipsaw may occur with Keybot returning to the short side after the bell rings. Volatility will be key today.
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