Thursday September 23rd 2010 : Entry Point at 2787 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 2787, the model is waiting until a come back to 2787, then it sells futures. If the market is opening below 2787, the model is waiting until a come back to 2787, then it buys futures. If any order is executed, the position is...