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Mechanical/System Trading with Statistical Edge
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Long Aug,16 Crack Spread
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Type
Price
Crack Spread
16.3722
6/7/2016 11:47
FUTURE
BUY
1
TO OPEN
/RBQ6
16-Aug
FUTURE
1.5941
6/7/2016 11:47
FUTURE
SELL
-1
TO OPEN
/CLQ6
16-Aug
FUTURE
50.58
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