Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
#oil short Sep 17 crack spread (#2) @ 17.753
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
17.7532
7/7/2017 13:43
FUTURE
SELL
-1
TO OPEN
/RBU7
17-Sep
FUTURE
1.4796
1.4796
MKT
7/7/2017 13:43
FUTURE
BUY
1
TO OPEN
/CLU7
17-Sep
FUTURE
44.39
44.39
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment