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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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+$300 #wti scaling out
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
8/18/2017 14:52
SINGLE
BUY
1
TO CLOSE
/CLX7 1/1000 NOV 17
/LOX7
42.5
PUT
0.32
0.32
LMT
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