#ArbitrageTradingStrategy #ArbitrageTradingStrategy

The Arbitrage Trading Strategy exploits price differences of the same asset across different markets or exchanges. For example, if Bitcoin is trading at $30,000 on Exchange A and $30,100 on Exchange B, a trader can buy low on A and sell high on B, profiting from the $100 gap. This strategy is typically low-risk and fast-paced, relying on speed, liquidity, and efficient execution. Common types include spatial arbitrage, triangular arbitrage, and decentralized exchange arbitrage. While profits per trade may be small, frequent trades can yield consistent gains. However, fees, slippage, and delays can affect effectiveness—making automation essential for success.