Wednesday February 16th 2011 : Entry Point at 3020 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 3020, the model is waiting until a come back to 3020, then it sells futures. If the market is opening below 3020, the model is waiting until a come back to 3020, then it buys futures. If any order is executed, the position is...