The #BTC再创新高 arbitrage trading strategy utilizes temporary imbalances in asset prices in the market, locking in risk-free profits by simultaneously buying and selling related assets.
Its 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 price discrepancy between A-shares and Hong Kong stocks.
- Cross-period 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 a low risk but requires fast execution and support from low transaction costs, relying on brief windows of market inefficiency.