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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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Scaling Out of SP500 Shorts before Trump's Inauguration +$75
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
1/18/2017 10:25
SINGLE
BUY
1
TO CLOSE
/ESH7 1/50 JAN 17 (EOM)
/EWF7
2305
CALL
1.2
1.2
LMT
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