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satrapade / pairs

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this P&L makes no sense #33

Open nassuphis opened 6 years ago

nassuphis commented 6 years ago

image

nassuphis commented 6 years ago

6m gbp P&L, all from the long side, total long is less than 2m gbp, so 300% up required.

nassuphis commented 6 years ago

image

nassuphis commented 6 years ago

so this looks strange