The #套利交易策略 arbitrage trading strategy utilizes the temporary imbalance of asset prices in the market by simultaneously buying and selling related assets to lock in risk-free returns.

Its core logic is to capture price differences between different markets, different times, or different contracts. Common types include:

- Inter-market arbitrage: Price differences of the same asset in different markets, such as the price discrepancy of the same stock between A-shares and Hong Kong stocks.

- Inter-period arbitrage: Price differences of contracts for the same asset with different expiration dates, such as futures contracts for near and distant months.

- Inter-commodity arbitrage: Price deviations between related assets, such as crude oil and refined oil futures.

This strategy has relatively low risk but requires rapid execution and support from low transaction costs, relying on short-lived windows of market inefficiency.