#ArbitrageTradingStrategy Arbitrage trading is a strategy that exploits price differences of the same asset across different markets. Traders buy low in one market and sell high in another, profiting from the discrepancy. This strategy requires speed, precision, and minimal transaction costs, as price gaps often close quickly. Common types include spatial arbitrage (between exchanges), statistical arbitrage (based on quantitative models), and triangular arbitrage (in currency markets). Effective arbitrage relies on advanced algorithms and real-time data. Though typically low risk, profits are usually small per trade, requiring high volume or leverage. Arbitrage helps improve market efficiency by aligning prices across platforms.