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Mechanical/System Trading with Statistical Edge
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flat #russell #nasdaq pair : $1.13 (+$200)
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
7.98
1/19/2018 13:01
STOCK
SELL
-200
TO CLOSE
IWM
ETF
158.12
158.12
MKT
1/19/2018 13:01
STOCK
BUY
200
TO CLOSE
QQQ
ETF
166.1
166.1
MKT
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