#ArbitrageTradingStrategy

Arbitrage trading strategy involves exploiting price differences of the same asset across different markets or exchanges. Traders buy low in one market and simultaneously sell high in another, locking in risk-free profits. This strategy requires speed, precision, and advanced technology, as price gaps are often small and exist briefly. Common types include spatial arbitrage (across exchanges), triangular arbitrage (within a single exchange using three currencies), and statistical arbitrage (based on quantitative models). While generally low-risk, arbitrage trading demands high capital, fast execution, and careful monitoring of fees, slippage, and market conditions to remain profitable and efficient.