#ArbitrageTradingStrategy An Arbitrage Trading Strategy exploits price differences of the same asset across different markets or exchanges. Traders buy the asset where it's undervalued and simultaneously sell it where it's overvalued, locking in a risk-free profit. This strategy requires fast execution, minimal transaction costs, and access to multiple markets. Common types include spatial arbitrage (between exchanges), statistical arbitrage (based on mean reversion), and triangular arbitrage (involving currency pairs). With the rise of algorithmic trading and high-frequency platforms, arbitrage opportunities are now often short-lived. Successful arbitrage trading demands strong technical infrastructure and real-time data analysis to capitalize on fleeting price inefficiencies.