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Mechanical/System Trading with Statistical Edge
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scaled in short $QQQ long $IWM @8.33 #nasdaq #russell
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
8.33
1/8/2018 9:48
STOCK
BUY
200
TO OPEN
IWM
ETF
153.82
153.82
MKT
1/8/2018 9:48
STOCK
SELL
-200
TO OPEN
QQQ
ETF
162.15
162.15
MKT
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