Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
scale in #silver #gold pair trade : average @482
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
499.6
2/2/2018 12:37
FUTURE
SELL
-1
TO OPEN
/GCJ8
18-Apr
FUTURE
1338.1
1338.1
MKT
2/2/2018 12:37
FUTURE
BUY
1
TO OPEN
/SIH8
18-Mar
FUTURE
16.77
16.77
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment