#套利交易策略 Arbitrage Trading Strategy

Arbitrage trading is an investment strategy that profits from market price differences, aiming to earn profits under low or no risk conditions. Its core principle is to simultaneously buy low and sell high in different markets or platforms, locking in the price difference. Common types include cross-market arbitrage, statistical arbitrage, and triangular arbitrage. For example, cross-market arbitrage may involve buying and selling the same asset across different exchanges to profit from price discrepancies. Arbitrage trading requires rapid execution, efficient technical systems, and low transaction costs, as price differences are typically small and exist for a short duration. Although theoretically low-risk, market volatility, execution delays, or insufficient liquidity can impact returns. Therefore, successful arbitrage trading requires precise analysis and strict risk management.