Wednesday October 20th 2010 : Sell Order at 2833 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is selling futures when the Eurostoxx index is breaking 2833 (cash level) on the downside. If the order is executed, the position is bought back at 17h35 ( Paris time) at the closing bell. If the market is opening with a bearish...