KeystoneSpeculator Profile

Keystone

Join Date:
2011-10-13

Blogs Owned

1. Keybot the Quant

Keybot the Quantâ„¢ 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

Latest Blog Posts

  • STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT
    on Jan 12, 2017
    Keybot the Quant remains long and has not printed any numbers as yet in the Thursday session. The algo came close to flipping short on Wednesday afternoon but all of the internal parameters would not latch. The bulls remain in control with...
  • STOCK MARKET BULLISH -- LONG --CAUTION -- TURN MAY BE IMMINENT
    on Jan 11, 2017
    Keybot the Quant remains long as the algo idled along in the Tuesday session without printing any numbers. The fight for Wednesday involves utes, retail stocks and commodities. The bulls need UTIL above 663 to take stocks higher. The b...
  • STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT
    on Jan 11, 2017
    Keybot the Quant remains long as the algo idled along in the Tuesday session without printing any numbers. The fight for Wednesday involves utes, retail stocks and commodities. The bulls need UTIL above 663 to take stocks higher. The b...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Jan 10, 2017
    Keybot the Quant remains long. The algo prints one number in the Monday trade. UTIL failed the 661.56 level so the bears painted a red tape. The bulls remain in control but the algo number is only 1 measly point above the signal line. In other words,...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Jan 8, 2017
    Keybot the Quant begins the first full week of trading in 2017 on the long side. Utilities and retail stocks are dictating the broad stock market direction currently. Bulls need UTIL above 661.56 and the Dow is on its way to 20K. If UTIL moves above...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Jan 7, 2017
    Keybot the Quant flips to the long side at lunchtime in the Friday session at SPX 2280. Stock market direction is currently most greatly influenced by utilities and retail stocks. The algo has been calling out UTIL 661.56 the last few...
  • STOCK MARKET BEARISH -- SHORT -- CAUTION -- TURN MAY BE IMMINENT
    on Jan 4, 2017
    Keybot the Quant remains short but the bulls are pushing hard to flip the algo back to the long side. Keybot prints five numbers today and the algo wanted to go long but the internal programming parameters would not fully latch to permit the move.Thu...
  • STOCK MARKET BEARISH -- SHORT
    on Jan 3, 2017
    Keybot the Quant remains short after the first day of trading in the new year. The algo prints one number after the opening bell with the algo number now 24 points under the signal line remaining stubbornly bearish. Volatility col...
  • KEYBOT THE QUANT END OF 2016 RESULTS
    on Jan 1, 2017
    The Keybot the Quant algorithm is zeroed to begin 2017. The robot remains short from SPX 2239 to begin the new year. Keybot is in the SDS ETF. The Keybot the Quant algorithm smoked Wall Street in 2016. The actual trading returned a phenomenal +4...
  • STOCK MARKET BEARISH - -SHORT
    on Jan 1, 2017
    Keybot the Quant is short to begin the new year of trading on Tuesday morning. Utilities, retail stocks, volatility and copper control the direction of the stock market as the year begins. The market bears are happy with...
  • SPX S&P 500 Daily Chart Displays 2016 Keybot the Quant Algorithm Turns
    on Jan 1, 2017
    The S&P 500 chart shows the 26 direction changes in 2016 performed by the Keybot the Quant robot. The model flipped sides almost twice as many times as 2015 indicating a far choppier market back then. 2016 was straight forward. Stocks were collap...
  • December Publication of the Daily Chronology of Global Markets and World Economics 2016-12 is Available from Amazon; Stocks Print All-Time Record Highs SPX 2278 INDU 19988 COMPQ 5512 RUT 1393 NDX 4992 FTSE 7143; FOMC Raises Rates 12/14/16; 2016 Market Statistics; Trump Rally; Global Populism; US Dollar Above 103; Italian Bank Trouble; Dow 20K Watch Continues; Dow Theory Confirmation
    on Jan 1, 2017
    The December Publication of the Daily Chronology of Global Markets andWorld Economics 2016-12 is available through Amazon. The epic market action continues with the Trump Rally marching on from November through December.December’s Cover H...
  • STOCK MARKET BEARISH -- SHORT
    on Dec 30, 2016
    Keybot the Quant remains short through the New Year's Holiday weekend. US stocks do not trade again until Tuesday morning. As per the previous post, both utilities and volatility jump into the bear camp and create the market selling into the weekend.
  • STOCK MARKET BEARISH -- SHORT -- CAUTION --TURN MAY BE IMMINENT
    on Dec 29, 2016
    Keybot the Quant remains short. The algo prints four numbers today. Keybot threatened to go long before lunchtime but it was never any serious threat. Market bulls need higher retail stocks. Market bears need lower utes, copper and higher volatility.
  • STOCK MARKET BEARISH - -SHORT -- CAUTION
    on Dec 28, 2016
    Keybot the Quant is on the bear side as of today. RTH teased the important 76.60 bull-bear line in the sand and bounced slightly to end the session with RTH at 76.64. Watch this Thursday morning since RTH under 76.60 will create more selling in the s...
  • STOCK MARKET BEARISH -- SHORT -- CAUTION
    on Dec 28, 2016
    Keybot the Quant flips to the short side this morning at SPX 2265. Utilities failed with UTIL slipping under the important 660.10 level. Keep watching this as well as RTH 76.60. RTH is playing around at this level deciding to bounce or die. Stocks wi...
  • STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT
    on Dec 27, 2016
    Keybot the Quant remains long as thin trading provides market drama. The algo dropped like a stone at the opening bell as utilities faltered, but the bears were not strong enough to stop the upside rally. Keybot was champing at the bit...
  • STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT
    on Dec 26, 2016
    Keybot theQuant remains long heading into the last trading week of 2016. It appears the algo will log another successful year. Keybot has never posted a negative yearly return since the actual trading went on line five years ago. The algorithm will b...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Dec 21, 2016
    Keybot the Quant remains long as the market drama continues. Keybot prints one number today before the closing bell. Utilities trend lower in the afternoon and lose the 658.55 level, called out by the algo ahead of time, by 20 cents, to 658.35. The b...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Dec 20, 2016
    Keybot the Quant remains long idling today without printing any numbers. Utilities and copper remain bullish so stocks climb higher with the Dow a hair away from the historic 20,000 level. The same story in the previous post ...
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