Wednesday August 14th 2013 : Sell Order at 2812 (cash level) of the Systematic Trading Model on Eurostoxx

Publié le par Boursif

The systematic trading model is selling futures when the Eurostoxx index is breaking 2812 (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 below 2812 the model is waiting until a come back to 2812, then it sells futures.

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