#ArbitrageTradingStrategy

**Arbitrage trading** is a strategy that exploits price differences of the same asset in different markets or forms. Traders buy low in one market and sell high in another almost simultaneously, locking in a risk-free profit. Common types include **spatial arbitrage** (between exchanges), **triangular arbitrage** (using currency conversions), and **statistical arbitrage** (using models to spot price inefficiencies). It requires speed, precision, and often algorithmic trading tools. While profits per trade are small, high volume and automation can make it lucrative. Arbitrage opportunities are rare and short-lived due to market efficiency and competition among professional traders.