Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
scaled in #gas #oil pair @18.54
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
18.539
4/18/2018 12:08
FUTURE
BUY
1
TO OPEN
/RBM8
18-Jun
FUTURE
2.0545
2.0545
MKT
4/18/2018 12:08
FUTURE
SELL
-1
TO OPEN
/CLM8
18-Jun
FUTURE
67.75
67.75
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment