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Mechanical/System Trading with Statistical Edge
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puny #SP500 #daytrade : 1 point
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
5/16/2018 11:38
FUTURE
SELL
-1
TO CLOSE
/ESM8
18-Jun
FUTURE
2715.25
2715.25
LMT
5/16/2018 11:12
FUTURE
BUY
1
TO OPEN
/ESM8
18-Jun
FUTURE
2714
2714
LMT
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