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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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Thanksgiving Scalping +$110
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
11/24/16 11:26 AM
FUTURE
BUY
1
TO CLOSE
/TFZ6
16-Dec
FUTURE
1346.6
1346.6
LMT
11/24/16 11:00 AM
FUTURE
SELL
-1
TO OPEN
/TFZ6
16-Dec
FUTURE
1347.8
1347.8
LMT
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