---
title: Cross-ETF Arbitrage
url: https://www.ml-quant.com/papers/ssrn/4667997/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4667997
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4667997
featured: 2023-12-20
citations: 0
topic: Trading, Microstructure & Execution
---


# Cross-ETF Arbitrage

Due to the unique characteristics of the ETF lending market, ETFs are costlier to borrow than stocks, creating profitable opportunities for cross-ETF arbitrage.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4667997
- Identifier: SSRN 4667997
- Released: 2023-12-18
- First featured: Quant Letter No. 30 (2023-12-20): https://www.ml-quant.com/issues/2023-12-20/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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