Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
flat #russell #nasdaq pair :0.5 point
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
9.98
2/5/2018 15:51
STOCK
BUY
400
TO CLOSE
QQQ
ETF
158.78
158.78
LMT
2/5/2018 15:51
STOCK
SELL
-400
TO CLOSE
IWM
ETF
148.8
148.8
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment