---
title: Pairs Trading in the German Stock Market
url: https://www.ml-quant.com/papers/ssrn/4785913/
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 4785913
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4785913
featured: 2024-04-10
citations: unknown
topic: Trading, Microstructure & Execution
---


# Pairs Trading in the German Stock Market

The study uses various methods to identify and leverage mispricing in the German stock market, revealing that a copula-based method provides a consistent average portfolio return after transaction costs.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4785913
- Identifier: SSRN 4785913
- Released: 2024-04-05
- First featured: Quant Letter No. 44 (2024-04-10): https://www.ml-quant.com/issues/2024-04-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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