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Mechanical/System Trading with Statistical Edge
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long #russell short #nasdaq pair trade
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
13.67
2/23/2018 12:25
STOCK
BUY
200
TO OPEN
IWM
ETF
153.02
153.02
MKT
2/23/2018 12:23
STOCK
SELL
-200
TO OPEN
QQQ
ETF
166.69
166.69
MKT
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