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PNC Financial Services Group, Inc. (The)

BAC-0.22*PNC $PNC (PNC Bank) vs. $BAC (Bank of America Corp)

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Long 100 BAC
Short 22 PNC
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Spread have reverted to mean.
1% ROI
arbitrageBACBeyond Technical AnalysislongshortmarketneutralpairstradingPNCquantitativeS&P 500 (SPX500)statisticalarbritrage
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