SSRNTrading, 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.
Featured in No. 47 on 1 May 2024 · 5 days after release
- Released
- 26 Apr 2024
- First featured
- No. 47 · 1 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4807915
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