Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
-$310 2*/PL -/GC ( #4)
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Pair
-268.9
3/17/2017 9:09
FUTURE
BUY
1
TO CLOSE
/GCJ7
17-Apr
FUTURE
1230.3
1230.3
MKT
3/17/2017 9:09
FUTURE
SELL
-2
TO CLOSE
/PLJ7
17-Apr
FUTURE
961.4
961.4
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment