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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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#SP500 defense
put credit spread against
ˈnākid calls; those 8DTE calls today are @ 2575,2585 and 2595.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
11/9/2017 12:41
VERTICAL
SELL
-1
TO OPEN
/ESZ7 1/50 NOV 17 (Wk3)
/EW3X7
2575
PUT
19
4.25
LMT
BUY
1
TO OPEN
/ESZ7 1/50 NOV 17 (Wk3)
/EW3X7
2565
PUT
14.75
CREDIT
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