#ArbitrageTradingStrategy Types of Arbitrage Strategies
1. Spatial Arbitrage (Simple Arbitrage)
Buy an asset where it's cheap and sell it where it's expensive.
Example: Bitcoin is trading at $30,000 on Exchange A and $30,200 on Exchange B.
Buy on A, sell on B → Profit: $200 (minus fees).
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2. Triangular Arbitrage (in Forex or Crypto)
Exploits price discrepancies between three currency pairs.
Example:
USD → EUR → GBP → USD
If conversion rates are misaligned, you end up with more USD than you started with.
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3. Statistical Arbitrage
Uses quantitative models to find temporary mispricings between correlated assets.
Often used in pairs trading:
Long one asset and short another (e.g., Coke vs. Pepsi) when the price spread deviates from historical mean.
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4. Cross-Exchange Arbitrage (Crypto/Commodities)
Same as spatial arbitrage, but often automated via bots.
Challenge: Requires very low latency and accounts on multiple exchanges.
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5. Convertible Arbitrage
Involves buying a convertible security (e.g., convertible bond) and shorting the underlying stock.
Bet: The bond is undervalued relative to the stock.
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6. Index Arbitrage
Exploits price differences between a stock index and the underlying stock components.
Typically used by HFT firms with algorithmic execution.