#套利交易策略

Arbitrage trading is a strategy that utilizes price differences between different markets or assets to conduct bidirectional trading, aiming to achieve risk-free or low-risk returns. Its core lies in simultaneously buying undervalued assets and selling overvalued assets to profit from the convergence of price differences. Depending on the market structure, it can be divided into types such as cash-and-futures arbitrage, inter-temporal arbitrage, inter-commodity arbitrage, and inter-market arbitrage. The key is to accurately identify temporary price discrepancies, leveraging real-time monitoring tools, quantitative models, and efficient trading platforms for rapid execution, while strictly assessing trading costs and liquidity risks. Although returns are stable, continuous attention to market dynamics and regulatory changes is necessary to ensure the sustainability of the strategy.