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Statistical Mechanics of Day Trading
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Little bit of Long WTI Delta
OPEX and WTI is down -> Sell premium
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
10/17/2016 13:07
SINGLE
SELL
-1
TO OPEN
/CLG7 1/1000 FEB 17
/LOG7
35
PUT
0.17
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