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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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#sp500 #emini #daytrading : 2.5 points
The trade was posted live on twitter @tfo_medved
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
1/23/2018 14:00
FUTURE
SELL
-1
TO CLOSE
/ESH8
18-Mar
FUTURE
2843
2843
LMT
1/23/2018 11:39
FUTURE
BUY
1
TO OPEN
/ESH8
18-Mar
FUTURE
2840.5
2840.5
LMT
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