Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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ring the register: flat #nasdaq #russell pair $220 - fees
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
spread
5.62
1/11/2018 11:26
STOCK
BUY
100
TO CLOSE
QQQ
ETF
162.61
162.61
MKT
1/11/2018 11:26
STOCK
SELL
-100
TO CLOSE
IWM
ETF
156.99
156.99
MKT
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