Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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+ $1000, flat platinum gold pair.
Instant gratification:
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
415
8/15/2018 13:00
FUTURE
BUY
1
TO CLOSE
/GCZ8
18-Dec
FUTURE
1184.6
1184
LMT
8/15/2018 12:55
FUTURE
SELL
-2
TO CLOSE
/PLV8
18-Oct
FUTURE
769
769
LMT
The trade was posted live on twitter.
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