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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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Long WTI to Balance Short SP500
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
1/10/2017 15:05
SINGLE
SELL
-1
TO OPEN
/CLJ7 1/1000 APR 17
/LOJ7
42
PUT
0.26
0.26
LMT
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