Tuesday December 13th 2011 : Buy Order at 2329 (cash level) of the Systematic Trading Model on Eurostoxx
The systematic trading model is buying futures when the Eurostoxx index is breaking 2329 (cash level) on the upside. If the order is executed, the position is sold back at 17h35 (Paris time) at the closing bell. If the market is opening above 2329 the...