Keybot the Quant remains short as the wild day continues. The algo has printed ten numbers today, sometimes days on end go by without any prints, some days the algo goes wild. Keep watching XLF 15.65 and VIX 15.85. The quant is also tracking SOX 372.42. The semconductors, financials and volatility are the three key parameters moving markets currently.
12/2/12; 7:00 PM EST EOM =
11/28/12; 2:11 PM EST = -29; signal line is -3
11/28/12; 2:07 PM EST = -13; signal line is -3
11/28/12; 2:01 PM EST = +3; signal line is -2 but algorithm says stay short
11/28/12; 1:41 PM EST = +19; signal line is -3 but algorithm says stay short
11/28/12; 1:39 PM EST = +3; signal line is -4 but algorithm says stay short
11/28/12; 1:36 PM EST = -13; signal line is -5
11/28/12; 1:20 PM EST = -29; signal line is -6
You mean 15.85 on VIX...I think it's a typo above at 18
ReplyDeleteThanks for that Anon, typo is fixed.
ReplyDelete