#套利交易策略 Arbitrage Trading Strategy is a trading method that takes advantage of unreasonable price differences of assets in the market by simultaneously buying and selling related assets to obtain risk-free or low-risk returns. Its core is to capture 'mispricing,' closing positions for profit when prices revert to reasonable levels. The following are common categories of arbitrage strategies and their core logic:

1. Cross-Market Arbitrage

- Definition: When there is a price difference for the same asset in different markets, buy in the lower-priced market and sell in the higher-priced market to earn the price difference.

- Example: A certain stock is priced at 10 yuan in the A-shares market, and when converted, it is 9.5 yuan in the Hong Kong stock market. Investors can buy Hong Kong stocks while simultaneously selling A-shares (considering transaction costs, exchange rates, and other factors).