Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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#sp500 #daytrading #algotrading : 4 points $200 profit
was posted live @tfo_medved : 4 points
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
5/15/2018 13:32
FUTURE
BUY
1
TO CLOSE
/ESM8
18-Jun
FUTURE
2705
2705
LMT
5/15/2018 10:56
FUTURE
SELL
-1
TO OPEN
/ESM8
18-Jun
FUTURE
2709
2709
LMT
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