SPX chart shows the recent algorithm turns reflecting the market indecision.
11/11/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1251; for the year thus far SPX Benchmark is down 0.6%; Keybot is up 24.3%; Keybot actual trading is up 28.9%. Stay on guard for a whipsaw today or Monday.
11/9/11: Keybot the Quant flipped to the short side at 9:30 AM at SPX 1260; for the year thus far SPX Benchmark is up 0.2%; Keybot is up 23.6%; Keybot actual trading is up 29.9%. The whipsaw occurrred so the algo was quick to return to the short side. Watch for a whipsaw back again, anything is possible in these markets. Watch semi's tomorrow.
11/8/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1261; for the year thus far SPX Benchmark is up 0.2%; Keybot algo is up 23.7%; Keybot actual trading is up 32.0%. The algorithm has been giving up some ground lately in these jumpy markets but it has a nice nest egg buillt up for the year. Watch for a whipsaw today or tomorrow.
11/1/11: Keybot the Quant flipped to the short side at 9:30 AM at SPX 1233; for the year thus far SPX Benchmark is down 2.0%; Keybot algo is up 26.0%; Keybot actual trading is up 35.6%. Watch for a whipsaw today or tomorrow.
10/24/11: Keybot the Quant flipped to the long side at 9:30 AM at SPX 1238; for the year thus far SPX Benchnmark is down 1.6%; Keybot algo is up 26.4%; Keybot actual trading is up 36.5%. The Fed's quantitative easing talk on 10/21 and 10/22 bounced markets. Watch for a whipsaw today or tomorrow.
10/20/11: Keybot the Quant flipped to the short side at 10:59 AM at SPX 1206; for the year thus far SPX Benchmark is down 4.1%; Keybot algo is up 29.1%; Keybot actual trading is up 40.3%. Watch for potential whipsaw. SPX 1220 is important, also SOX 363.65 and XLF 12.62.
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.
Friday, November 11, 2011
SPX Daily Chart Showing Keybot the Quant Algorithm Turns -- Bullish from 11/11/11
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