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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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Short SP500: Take Your Money And Run +$90
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
1/12/2017 11:09
SINGLE
BUY
1
TO CLOSE
/ESH7 1/50 JAN 17 (Wk3)
/EW3F7
2300
CALL
0.8
0.8
LMT
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