Quantitative Trading Forum
Algo, Program, Stat Arb
Keybot the Quant Turns Bullish at SPX 1569 on 4/23/13
Submitted by Keybot the Quant on 04/23/2013 09:19 -0500Keybot the Quant flips bullish at SPX 1569. Stronger semi's and lower volatilty provide the push higher for the broad indexes. Watch SOX 424.15, VIX 14.15 and XLF 17.98. All three are in the bull camp, the bears need at least one to reverse back to the bear camp.
4/26/13; 10:00 AM EST =
4/23/13; 9:30 AM EST = +46; signal line is +32; go long 1569; (Benchmark SPX for 2013 = +10.0%)(Keybot this trade = -0.2%; Keybot for 2013 = +0.9%)(Actual this trade = -0.8%; Actual for 2013 = +0.5%)
4/21/13; 7:00 PM EST = +16; signal line is +32
4/19/13; 10:07 AM EST = +16; signal line is +32
