The arbitrage trading strategy $BTC takes advantage of temporary imbalances in asset prices in the market by simultaneously buying and selling related assets to lock in risk-free profits.

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

- Cross-market arbitrage: Price differences of the same asset in different markets, such as the same stock priced differently in A-shares and Hong Kong stocks.

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

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

This strategy has lower risk but requires quick execution and low trading costs, relying on brief windows of market inefficiency.