Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
Cable Take profit +$100, Flat
Theta is your friend.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
12/2/2016 11:03
FUTURE
SELL
-4
TO CLOSE
/M6BZ6
16-Dec
FUTURE
1.2678
1.2678
LMT
12/2/2016 11:02
SINGLE
BUY
2
TO CLOSE
FXB
16-Dec-16
120
CALL
3.8
3.8
LMT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment