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Mechanical/System Trading with Statistical Edge
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Statistical Mechanics of Day Trading
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+$400 flat /ES naked calls
Exec Time
Spread
Side
Qty
Pos Effect
Symbol
Exp
Strike
Type
Price
Net Price
Order Type
9/25/2017 9:13
SINGLE
BUY
2
TO CLOSE
/ESZ7 1/50 SEP 17 (EOM)
/EWU7
2505
CALL
3.35
3.35
LMT
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