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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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Second Trade Cycle
Exec Time
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
10/16/2015 11:44
SELL
-1
TO OPEN
/CLZ5 DEC 15
/LOZ5
44.5
PUT
1.12
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