Tuesday, November 27, 2012


Keybot the Quant is long as the Tuesday session rolls along.  Keybot prints two numbers today in addition to the pre-scheduled number. The algo is tracking SOX 372.20, JJC 44.90, XLF 15.65 and VIX 15.90. Any changes to these four parameters will move the broad markets in that respective direction.  SOX and JJC are affecting markets negatively right now while XLF and VIX are affecting markets positively. The SPX is moving sideways thus far today, the bulls ran higher in the early trade only to receive a spank down from 1409. If VIX and XLF join the bear camp, the quant will be in position to want to flip to the short side.

12/2/12; 7:00 PM EST EOM =
11/27/12; 10:02 AM EST = +3; signal line is -26
11/27/12; 10:00 AM EST = +19; signal line is -28
11/27/12; 9:44 AM EST = +19; signal line is -29
11/25/12; 7:00 PM EST = +3; signal line is -32

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