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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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+$800 #WTI #RBOB pair #trade : scaled out @15.58
I keep scalping
Simple Crack Spread
- gasoline oil pair trade - using /CLQ8 and /RBQ8 futures
.
The previous entries are here.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
15.581
7/9/2018 9:26
FUTURE
BUY
1
TO CLOSE
/CLQ8
18-Aug
FUTURE
73.9
73.9
MKT
7/9/2018 9:26
FUTURE
SELL
-1
TO CLOSE
/RBQ8
18-Aug
FUTURE
2.1305
2.1305
MKT
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