#现货与合约策略 Arbitrage Strategy: Utilizing Price Differences Between Spot and Futures Markets

There are often price differences between the spot and futures markets (such as futures premiums or discounts), and arbitrageurs can profit through "spot-futures hedging". For example, when the futures price is higher than the spot price, one can buy the spot and sell the futures, closing the position at expiration to profit from the difference (positive arbitrage). This strategy has a lower risk but requires quick execution and low transaction fees. In the cryptocurrency market, funding rate arbitrage (perpetual contracts) is also common, necessitating monitoring of rate changes to avoid wear and tear.