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Mechanical/System Trading with Statistical Edge
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2018 numero uno : short QQQ long IWM @6.12
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
6.12
1/3/2018 12:12
STOCK
BUY
100
TO OPEN
IWM
ETF
153.6
153.6
MKT
1/3/2018 12:12
STOCK
SELL
-100
TO OPEN
QQQ
ETF
159.72
159.72
MKT
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