#ArbitrageTradingStrategy The term #ArbitrageTradingStrategy refers to a trading strategy that takes advantage of price differences for the same asset (stock, currency, commodity) in different markets or platforms.

The basic idea: Buy the asset where its price is lower and sell it immediately where its price is higher, achieving a profit from the difference without being exposed to directional market risks. Common types: Spatial: between two geographically or electronically different exchanges. Temporal: buying now and selling after a short time when the price changes. Triangular: in the currency market, exploiting the difference in exchange rates between three currencies. Advantages: Low-risk profitability and semi-guaranteed income if trades are executed quickly and efficiently. Challenges: Requires high execution speeds, and tiny price differences that are quickly eliminated with the entry of other traders, as well as commission and fee costs.

In summary, the strategy lies in seizing profit opportunities from price discrepancies across multiple markets or financial instruments.