Mechanical.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
The Russell 2000 - Nasdaq 100 algo trade #5
Statistical Arbitrage of the Russell 2000 - Nasdaq 100
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Type
Price
Order Type
Spread
1/21/2020 8:40
FUTURE
SELL
-1
TO OPEN
/NQH20
20-Mar
FUTURE
9141.75
MKT
-13375
1/21/2020 8:40
FUTURE
BUY
2
TO OPEN
/RTYH20
20-Mar
FUTURE
1694.6
MKT
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment