Pairs Trading & Calculating For Short Energy (XEL – CMS)

Tom Cook

(Xcel Energy – CMS Energy) We have had the pair in the pending trades for a long set-up of about a negative ($0.80) spread value. Now with Monday’s price action, and with “CMS” going ex-dividend on 5/03, I am expecting a short entry of the zero spread value. If we were to take the trade […]
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