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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
3/19/2018 11:36
FUTURE
BUY
1
TO CLOSE
/ESM8
18-Jun
FUTURE
2723
2723
LMT
3/19/2018 11:06
FUTURE
SELL
-1
TO OPEN
/ESM8
18-Jun
FUTURE
2728.25
2728.25
LMT
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