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Mechanical/System Trading with Statistical Edge
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Second Trade Cycle : More Dec WTI
Exec Time
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
10/20/2015 11:32
BUY
2
TO OPEN
/CLZ5
DEC 15
/LOZ5
34
PUT
0.05
0.05
10/20/2015 11:29
SELL
-1
TO OPEN
/CLZ5
DEC 15
/LOZ5
46.5
PUT
2.1
2.1
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