#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 imbalance. This strategy is generally low-risk and relies on speed and efficiency, often executed by algorithms. Common forms include spatial arbitrage (across exchanges), temporal arbitrage (over time), and triangular arbitrage (within forex markets). Though opportunities are often brief and small, large volumes and automation can yield significant gains. However, transaction costs, latency, and regulatory issues may reduce profitability. Successful arbitrage requires rapid execution, real-time data, and sophisticated trading systems.

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