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

PNC Financial Services Group, Inc. (The) (NYSE:PNC)  
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NYSE:PNC   PNC Financial Services Group, Inc. (The)
Beyond Technical Analysis PNC BAC S&P 500 (SPX500) quantitative arbitrage statisticalarbritrage pairstrading longshort marketneutral
3
0
beyondta pnc bac spx500 quantitative arbitrage statisticalarbritrage pairstrading longshort marketneutral
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Long 100 BAC
Short 22 PNC
Trade closed manually:
Spread have reverted to mean.
1% ROI
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