STOCK UPDATES FROM 07/21/2017 12:37 TO 07/21/2017 16:43

data has been randomzised for anonymity

STOCK XXX ARBITRAGE ANALYSIS

SINGLE OPERATION, VOLUME 100 oz.

offline: 0 opportunities with PNL 0.00 and volume 0
online: 8 trades completed with PNL -102 and 0 failed, 0 not done

SINGLE OPERATION, VOLUME 100 oz.

23686 opportunities with PNL 661645.50 and volume 2368600
online: 606 trades completed with PNL 10017 and 0 failed, 0 not done

iEFP distributions per EFP values

Each row shows distributions for the same EFP time interval

Trade volumes per EFP

Each row shows distributions for the same EFP time interval. Shows only opportunities identified when observed_premium is GREATER than premium

PNL for premiums

Shows profits for different premium levels

Times between updates

Shows times between consecutive updates