Machine.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
In & Out (Little Something Continued )
$1reduction of the cost basis for long CL futures.
Exec Time
Spread
Side
Qty
Pos Effect
Exp
Strike
Type
Price
Net Price
2/26/2016 12:13
SINGLE
BUY
3
TO CLOSE
/LOK6
42
CALL
0.74
0.74
2/26/2016 9:58
SINGLE
SELL
-3
TO OPEN
/LOK6
42
CALL
0.95
0.95
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment