---
title: The Statistical Limit of Arbitrage
url: https://www.ml-quant.com/papers/ssrn/4986807/
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 4986807
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986807
featured: 2024-10-17
citations: unknown
topic: Trading, Microstructure & Execution
---


# The Statistical Limit of Arbitrage

The paper examines the effect of statistical learning on arbitrage pricing, revealing that estimation errors can limit arbitrageurs from fully capitalizing on pricing errors.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4986807
- Identifier: SSRN 4986807
- Released: 2024-10-13
- First featured: Quant Letter No. 70 (2024-10-17): https://www.ml-quant.com/issues/2024-10-17/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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