#ArbitrageTradingStrategy The trading arbitrage strategy seeks to exploit price inefficiencies in different markets or assets. It involves buying an asset in a market where it is cheap and simultaneously selling it in another where it is more expensive, obtaining a profit from the difference.

There are several types: merger arbitrage, which takes advantage of price movements during acquisitions; statistical arbitrage, based on correlations between assets; and triangular arbitrage, which exploits differences in exchange rates between three currencies.

Although it presents low risk if executed correctly, it requires high speed, technological sophistication, and constant monitoring of the markets to identify fleeting opportunities. Liquidity and transaction costs are also critical factors.