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Mechanical/System Trading with Statistical Edge
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#sp500 #emini #daytrading #algo : +5 points
the trade was posted live on twitter
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
3/14/2018 11:25
FUTURE
BUY
1
TO CLOSE
/ESM8
18-Jun
FUTURE
2765.5
2765.5
MKT
3/14/2018 11:01
FUTURE
SELL
-1
TO OPEN
/ESM8
18-Jun
FUTURE
2770.5
2770.5
LMT
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