Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
$210 flat #platinum to #gold spread
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
368
9/29/2017 16:59
FUTURE
SELL
-2
TO CLOSE
/PLF8
18-Jan
FUTURE
914.4
914.4
MKT
9/29/2017 16:59
FUTURE
BUY
1
TO CLOSE
/GCZ7
17-Dec
FUTURE
1282.4
1282.4
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment