Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
Q8 #WTI #RBOB pair #trade : scaled in @14.77
The rollercoaster in Q8
Simple Crack Spread
continues. The first hurricane is approaching. The gasoline oil futures spread may spike anytime now.
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Crack
14.7712
7/6/2018 14:32
FUTURE
SELL
-1
TO OPEN
/CLQ8
18-Aug
FUTURE
73.79
73.79
MKT
7/6/2018 14:32
FUTURE
BUY
1
TO OPEN
/RBQ8
18-Aug
FUTURE
2.1086
2.1086
LMT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment