---
title: Statistical Arbitrage with Mixed Frequency Data
url: https://www.ml-quant.com/papers/ssrn/4975855/
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 4975855
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975855
featured: 2024-10-09
citations: unknown
topic: Trading, Microstructure & Execution
---


# Statistical Arbitrage with Mixed Frequency Data

The article discusses the use of high-frequency data to identify similar assets for statistical arbitrage strategies, testing various algorithms and trading rules on different asset classes.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4975855
- Identifier: SSRN 4975855
- Released: 2024-09-30
- First featured: Quant Letter No. 69 (2024-10-09): https://www.ml-quant.com/issues/2024-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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