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Mechanical/System Trading with Statistical Edge
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Gold to Platinum (#15)
Contra to Trump-Comey trade
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
311.1
5/17/2017 10:56
FUTURE
BUY
2
TO OPEN
/PLN7
17-Jul
FUTURE
947.8
947.8
MKT
5/17/2017 10:56
FUTURE
SELL
-1
TO OPEN
/GCM7
17-Jun
FUTURE
1258.9
1258.9
MKT
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