#ArbitrageTradingStrategy
#ArbitrageTradingStrategy is a method where traders exploit price differences of the same asset across different markets. For example, if Bitcoin is priced lower on one exchange and higher on another, a trader can buy low and sell high simultaneously, securing a profit with minimal risk. This strategy relies on speed, efficiency, and access to multiple trading platforms. Common types include spatial arbitrage, triangular arbitrage (within one exchange), and statistical arbitrage using algorithms. Although considered low-risk, it requires large capital, fast execution, and awareness of fees, latency, and regulations to be consistently profitable in competitive, high-frequency environments.