Machine.Trading
Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
Statistical Arbitrage
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WTI (against SP500 position) +$200.00
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
8/9/2016 6:22
SINGLE
BUY
1
TO CLOSE
/CLV6 1/1000 OCT 16
/LOV6
35
PUT
0.14
7/25/2016 12:43
SINGLE
SELL
-1
TO OPEN
/CLV6 1/1000 OCT 16
/LOV6
35
PUT
0.35
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