#套利交易策略
1. Cross-Market Price Difference (Spatial Arbitrage)
Principle: The same asset has price differences in different exchanges or markets (e.g., BTC quoted at 110,000 on Binance and 110,500 on Coinbase).
Operation: Buy on the lower-priced platform and sell simultaneously on the higher-priced platform, locking in profits after deducting fees.
Case: When the price difference between tokenized stocks (like wbCOIN) and traditional US stocks (like COIN) reaches $5, cross-market hedging can be performed.
2. Cross-Asset Correlation Divergence (Statistical Arbitrage)
Principle: High-correlation assets (like BTC/ETH price ratio) deviate from historical averages in the short term, creating a tendency to revert.
Operation: Buy undervalued assets + short-sell overvalued assets, closing positions when the price difference reverts.
Case: Buy ETH and short BTC when the BTC/ETH ratio drops below 0.05, profiting after reverting to the mean.
3. Time Dimension Arbitrage
Inter-temporal Arbitrage: Abnormal price differences between contracts of the same asset with different maturities (e.g., Bitcoin near-month futures at a premium of 500 and distant-month at a discount of 300).
24-Hour Time Difference Arbitrage: During US stock market closures, tokenized stocks (wbCOIN) do not timely reflect fluctuations in overseas markets, allowing for early positioning.
4. Event-Driven Arbitrage
Principle: Events such as policy releases and earnings reports trigger time lags in reactions between traditional markets and crypto markets (e.g., spot prices lagging after the SEC approves an ETF).
Operation: Ambush low liquidity assets before the event and hedge the price difference afterward.