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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, respectively), and back again, using the SPX (S&P 500) as the benchmark index.

Owner: Keybot

Listed in: Finance

Language: English

Tags: quant, algorithm, trading, timing, model

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Latest Blog Posts for Keybot the Quant

  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Dec 18, 2016
    Keybot the Quant remains long heading into the new week of trading. The UTIL 656-657 level is extremely important over the coming days and will speak volumes about the intermediate term direction for the stock market ahead (weeks and months). UTIL be...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Dec 10, 2016
    Keybot the Quant remains long through the weekend. The algo was extremely quiet last week flipping long last Monday morning and then idling the remainder of the week. The Friday pre-scheduled number adds a couple points to the algo number.N...
  • STOCK MARKET BEARISH -- SHORT -- CAUTION
    on Dec 1, 2016
    Keybot the Quant flips to the short side at SPX 2193 at about 1 PM EST this afternoon. Volatility spikes through the roof creating market weakness. The algo number is 6 points below the signal line so caution is warranted. Th...
  • August Publication of the Daily Chronology of Global Markets and World Economic 2016-08 is Available from Amazon; Stock Market Prints New Record Highs
    on Sep 4, 2016
    The August publication of Daily Chronology of Global Markets and World Economics 2016-08 is available through Amazon (AMZN). The epic market action continues.August's headline balloons on the cover of this month's public...
  • STOCK MARKET BEARISH -- SHORT
    on Aug 30, 2016
    Keybot the Quant remains short and printed one number and the pre-scheduled number on Tuesday. For Wednesday, the bulls must push either RTH above 79.52 and/or GTX above 2273 to stop the market selling. The bears need higher volatility...
  • STOCK MARKET BEARISH -- SHORT -- CAUTION
    on Aug 28, 2016
    Keybot the Quant is on the short side as of last Friday. Markets remain erratic and unstable so a whipsaw back to the long side may occur. Retail stocks are the key focus to begin the week. If RTH remains below 79.53 (now at 79.46) stocks w...
  • STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT
    on Aug 26, 2016
    Keybot the Quant remains long moving into the Friday session. Fed Chair Yellen will begin speaking in Jackson Hole in 90 minutes one-half hour after the opening bell. That is also when Keybot prints a pre-scheduled number for this week.Retail stocks...
  • STOCK MARKET BULLISH -- LONG -- CAUTION -- TURN MAY BE IMMINENT
    on Aug 24, 2016
    Keybot the Quant remains long. The algo has not printed a number since Monday. Note how commodities, GTX, fell to the 2270-2272 line in the sand identified by Keybot and bounced refusing to fail. It is amazing that the algo can call these specific pa...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Aug 23, 2016
    Keybot the Quant remains long. The beat goes on. The algo prints one number after yesterday's opening bell. Copper is in the bear camp and commodities are in the bull camp. These two parameters remain key to broad stock market dir...
  • STOCK MARKET BULLISH -- LONG -- CAUTION
    on Aug 21, 2016
    Keybot the Quant remains long. The algo is active on Friday printing four numbers. The bulls remain in control and the model remains in nosebleed territory at overbot levels at +94 (+100 is the maximum possible reading). Copper remains...
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