---
title: Pairs Trading in German Stocks
url: https://www.ml-quant.com/papers/ssrn/4807915/
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 4807915
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4807915
featured: 2024-05-01
citations: unknown
topic: Trading, Microstructure & Execution
---


# Pairs Trading in German Stocks

Various methods, including a proposed ensemble method, are used to detect and exploit relative mispricing in the German stock market, with some strategies yielding average portfolio returns of about 60 bps per month.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4807915
- Identifier: SSRN 4807915
- Released: 2024-04-26
- First featured: Quant Letter No. 47 (2024-05-01): https://www.ml-quant.com/issues/2024-05-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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