**Arbitrage Trading Strategy :**
Arbitrage trading exploits price differences of the same asset across different markets or platforms to earn risk-free profit. Common types include spatial arbitrage (buying low on one exchange and selling high on another) and statistical arbitrage (using quantitative models to identify pricing inefficiencies). Traders require fast execution, low-latency systems, and access to multiple markets. Profits are usually small per trade, so high volume is key. Risks include execution delays, fees, and price convergence before both trades complete. While often used by institutions and algorithmic traders, arbitrage remains a reliable strategy when executed efficiently with proper technology and risk controls.