Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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+$1100 , flat gold-platinum #4
The trade was posted live
@tfo_medved
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
450
12/12/2018 11:10
FUTURE
BUY
1
TO CLOSE
/GCG19
19-Feb
FUTURE
1251.6
1251
MKT
12/12/2018 11:10
FUTURE
SELL
-2
TO CLOSE
/PLF19
19-Jan
FUTURE
801
801
LMT
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