#ArbitrageTradingStrategy The Arbitrage Trading Strategy (#ArbitrageTradingStrategy) seeks to exploit small price differences for the same asset in different markets or forms. Traders, or "arbitrageurs", buy the asset where it is cheaper and simultaneously sell it where it is more expensive, obtaining a "risk-free" profit. Opportunities arise from market inefficiencies, such as supply/demand imbalances or differences in exchange rates. Although it seems straightforward, it requires extremely fast execution, often through algorithms, as price discrepancies usually last only seconds. Risks include transaction costs, limited liquidity, and the possibility that prices may move before both trades are completed.