$BTC Interval Arbitrage Strategy: An Automated Trading Tool in Volatile Markets

Interval arbitrage is a trading strategy that profits from capturing price fluctuations of assets, suitable for markets like stocks and futures. The core logic involves setting predefined upper and lower price limits; when the stock price reaches the upper limit, it automatically sells, and when it drops to the lower limit, it buys, leveraging repeated fluctuations to accumulate profits.

Advantages of the Strategy:

1. Automated Execution: Utilizes algorithms (such as grid trading) for unattended monitoring, suitable for volatile conditions;

2. Controllable Risk: Reduces unilateral volatility impact through position management (e.g., dividing 200,000 funds into 10 parts);

3. Wide Applicability: Can be extended to ETFs, convertible bonds, and other varieties, especially suitable for targets with amplitude > 3%.

Risk Warning: Be cautious of the risk of being stuck in a position due to unilateral declines, and it is recommended to combine trend analysis (such as Tongda Xin indicator formulas) to optimize interval thresholds.