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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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$300, flat SP500 -NASDAQ #2
Trade entry.
Trade exit:
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Type
Price
Order Type
Spread
7/26/2019 9:06
FUTURE
SELL
-1
TO CLOSE
/ESU19
19-Sep
FUTURE
3015
MKT
-9375
7/26/2019 9:06
FUTURE
BUY
1
TO CLOSE
/NQU19
19-Sep
FUTURE
8006.25
MKT
@al_morozoff
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