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Mechanical/System Trading with Statistical Edge
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Gold to Platinum (#12): -$10
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
-320.3
5/2/2017 7:11
FUTURE
BUY
1
TO CLOSE
/GCM7
17-Jun
FUTURE
1256.5
1256.5
MKT
5/2/2017 7:11
FUTURE
SELL
-2
TO CLOSE
/PLN7
17-Jul
FUTURE
936.2
936.2
MKT
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