Wednesday, November 9, 2011

Keybot the Quant Turns Bearish

Keystone's algorithm flipped back to the short side at the open at SPX 1260 this morning, reversing the one-day long side trade.  The exit/entry is at SPX 1260, so the algo moved flat over the last day.  The actual trading lost a couple percent, no biggie. The quant is now in a lower risk mode again using single ETF's for trading. Stay on guard since a whipsaw back again would not be surprising due to the high volatility.

More information at Keybot the Quant's site:
http://www.keybotthequant.blogspot.com
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