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CME Group Inc.

CBOE-0.522*CME $CME CME Group vs. $CBOE CBOE Global Markets Inc

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Long 1000 CBOE
Short 522 CME
Mean Reversion Time: 6 Trading Days
Beyond Technical AnalysisCBOECMElongshortmarketneutralpairstradingquantitativeSPDR S&P 500 ETF (SPY) statisticalarbritrage
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