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Mechanical/System Trading with Statistical Edge
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And a Little Bit of Short /NQ Delta
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
10/17/2016 14:03
SINGLE
SELL
-1
TO OPEN
/NQZ6 1/20 OCT 16 (EOM)
/QNEV6
4940
CALL
3.5
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