Machine.Trading
Mechanical/System Trading with Statistical Edge
Pages
Home
About
Statistical Mechanics of Day Trading
Statistical Arbitrage
Disclaimer
Short F7 Crack Spread
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Crack
11.3896
10/4/2016 10:33
FUTURE
BUY
1
TO OPEN
/CLF7
17-Jan
FUTURE
50.09
10/4/2016 10:33
FUTURE
SELL
-1
TO OPEN
/RBF7
17-Jan
FUTURE
1.4638
No comments:
Post a Comment
Newer Post
Older Post
Home
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment