Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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scaled out of $QQQ $IWM pair cost basis @6.66
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
7.11
1/5/2018 15:36
STOCK
SELL
-200
TO CLOSE
IWM
ETF
154.64
154.64
MKT
1/5/2018 15:36
STOCK
BUY
200
TO CLOSE
QQQ
ETF
161.75
161.75
MKT
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