Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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SP500 daytrading algotrading : 1.75 point
the trade was posted live
@medved
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
4/23/2018 8:42
FUTURE
SELL
-1
TO CLOSE
/ESM8
18-Jun
FUTURE
2678
2678
LMT
4/22/2018 19:12
FUTURE
BUY
1
TO OPEN
/ESM8
18-Jun
FUTURE
2676.25
2676.25
LMT
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