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Mechanical/System Trading with Statistical Edge
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+$140 #wti, flat crack spread
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
17.727
7/25/2017 7:38
FUTURE
BUY
1
TO CLOSE
/RBU7
17-Sep
FUTURE
1.5435
1.5435
MKT
7/25/2017 7:38
FUTURE
SELL
-1
TO CLOSE
/CLU7
17-Sep
FUTURE
47.1
47.1
MKT
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