A #ArbitrageTradingStrategy explores price discrepancies between markets to profit from simultaneous buying and selling operations. Although considered low risk in theory, the practice faces criticism in the current scenario of high market efficiency. With the increasing automation and use of high-frequency trading (HFT) bots, opportunities for manual arbitrage have virtually disappeared. Furthermore, transaction fees, network latency, and slippage reduce already narrow margins, making the strategy unviable for individual traders. In cryptocurrencies, where spreads can be larger, additional risks such as liquidity failures and rapid price variations between exchanges arise. Despite this, quantitative funds and sophisticated algorithms still successfully utilize arbitrage, reinforcing the perception that the method favors large players.