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Mechanical/System Trading with Statistical Edge
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+$1200 #WTI #RBOB pair #trade : flat
Out @20.436.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
20.436
7/27/2018 13:29
FUTURE
BUY
2
TO CLOSE
/CLU8
18-Sep
FUTURE
68.52
68.52
MKT
7/27/2018 13:29
FUTURE
SELL
-2
TO CLOSE
/RBU8
18-Sep
FUTURE
2.118
2.118
MKT
How to calculate and trade Simple Crack Spread using gasoline (RBOB) and Texas Oil (WTI) Futures
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