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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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out of #QQQ #IWM pair @5.54
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
5.54
1/4/2018 9:41
STOCK
SELL
-100
TO CLOSE
IWM
ETF
154.77
154.77
MKT
1/4/2018 9:41
STOCK
BUY
100
TO CLOSE
QQQ
ETF
160.31
160.31
MKT
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