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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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$+150 #silver #gold pair trade : scaled out of /GC naked calls
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
3/6/2018 10:50
SINGLE
BUY
1
TO CLOSE
/GCJ8 1/100 APR 18
/OGJ8
1350
CALL
8.8
8.8
LMT
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