Mechanical.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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$500 Win, The Russell 2000 - Nasdaq 100 Algo Trade #6
The trade entry was posted
here
.
Exit:
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Type
Price
Order Type
Spread
2/5/2020 14:07
FUTURE
SELL
-2
TO CLOSE
/RTYH20
20-Mar
FUTURE
1680.5
MKT
-18885
2/5/2020 14:07
FUTURE
BUY
1
TO CLOSE
/NQH20
20-Mar
FUTURE
9346.75
MKT
Statistical Arbitrage of the Russell 2000 - Nasdaq 100
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