Intelligent arbitrage involves simultaneously taking opposite actions in two different markets (spot market and futures market): buying in one market (going long) and selling in the other market (going short), profiting from the funding cost mechanism. By adopting a hedging approach, which means holding opposite positions in both markets, intelligent arbitrage strategies can effectively reduce the risks associated with unilateral market fluctuations. Even if the market prices experience significant changes, as long as the price movements in the two markets are consistent, investors can use the profits from one market to offset the losses in the other market. Of course, when engaging in intelligent arbitrage, it is important to consider factors such as market liquidity, transaction fees, slippage, and funding rate calculation methods, as these can all affect the final returns.

#智能套利