Keybot the Quant

About: Keybot the Quant™ is a statistical arbitrage algorithm, or, more simply, a stock market timing model, that oscillates from long to short (bullish to bearish) using the SPX (S&P 500) as the benchmark index.

Tags: quant, algorithm, trading, Keybot, timing

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Owner: KeystoneSpeculator

Listed in: Business

Language: English

Latest Blog Posts - Keybot the Quant

STOCK MARKET BEARISH -- SHORT -- CAUTION
on Jun 2, 2013
Keybot the Quant is short moving into the new trading week. The bears need to achieve UTIL 480.65 and/or 477.91, call it 481 and 478, as described in the previous post, and the markets will be dropping in force. The bulls need to move the VIX b...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on Jun 1, 2013
Keybot remains bearish through the weekend. The algo quietly moves through last week without printing any numbers except for the two pre-scheduled numbers. In a nutshell, the bears are creating market weakness with higher volatility and weaknes...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 31, 2013
Keybot the Quant remains bearish moving into the Friday session. Today is the last day of May. The algo continues to idle through the week without printing any numbers except for the pre-scheduled number on Tuesday. The same drama is in place.
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 31, 2013
Keybot the Quant remains short. The bears make an initial run lower under the 1649 but could not hold this support failure so the bulls recover. The pre-scheduled number results in a tightening of the algo number to signal line spread to only five po...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 30, 2013
Keybot the Quant remains bearish and has not printed any numbers this week except for the pre-scheduled number on Tuesday. Watch JJC 41.55, VIX 13.15 and UTIL 480.65. Copper and volatility, JJC and VIX, respectively, are causing market bearishness ri...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 29, 2013
Keybot the Quant remains bearish moving into the Tuesday session. The bulls push hard to the upside but could not move copper higher or volatility lower, so they ran out of gas. Watch JJC 41.58, VIX 13.15 and GTX 4785. All three are in the bear camp.
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 28, 2013
Keybot the Quant remains short as the broad indexes explode higher on the weaker yen. Watch VIX 13.13 and JJC 41.60 and both currently remain in the bear camp. The bulls need to win over one or both of these parameters to continue the upside and push...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 26, 2013
Keybot the Quant remains short during the holiday weekend. Trading resumes Tuesday morning. Volatility and copper remain key. Watch VIX 13.13 and JJC 41.73. Both are causing market negativity right now. If the broad indexes recover, the bulls need at...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 25, 2013
Keybot the Quant remains bearish over the holiday weekend. The algo idles along on Friday without printing any numbers. Volatility and copper remain key for next week. Levels of interest can be identified once the Sunday pre-scheduled number prints t...
STOCK MARKET BEARISH -- SHORT -- CAUTION
on May 24, 2013
Keybot the Quant remains short moving into the Friday session. VIX 13.12 and JJC 41.77 remain key. Both are creating bearishness in markets so the bulls need to regain one or both of these levels. For the SPX starting at 1651, the bulls nee...

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