#ArbitrageTradingStrategy The trading arbitration strategy seeks to capitalize on market inefficiencies by profiting from the price differences of the same asset in different markets or platforms. It is based on buying an asset at a lower price in one market and simultaneously selling it at a higher price in another, ensuring a profit with low risk if executed correctly. Although opportunities are often fleeting and profits per trade are small, large-scale accumulation can generate substantial returns. Its success depends on execution speed, often through algorithms and trading bots, as price differences are quickly corrected due to competition from other arbitrageurs. Despite being considered low risk, there are operational risks such as technical failures, execution delays, and the possibility that transaction fees can nullify profits.