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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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Flat WTI +$100
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
1/3/2017 13:26
SINGLE
BUY
1
TO CLOSE
/CLJ7 1/1000 APR 17
/LOJ7
40
PUT
0.14
0.14
LMT
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