Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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+$400, flat platinum-gold pair #3
The trade was posted live
@tfo_medved
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
Spread
454.9
12/6/2018 12:46
FUTURE
BUY
1
TO CLOSE
/GCG19
19-Feb
FUTURE
1246
1246
MKT
12/6/2018 12:46
FUTURE
SELL
-2
TO CLOSE
/PLF19
19-Jan
FUTURE
791.1
791.1
LMT
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