#套利交易策略 **Arbitrage Trading Strategies** profit by capturing market pricing discrepancies, common types include:

1. **Inter-market Arbitrage**——exploiting price differences of the same asset in different markets;

2. **Inter-temporal Arbitrage**——trading price differences of the same commodity across different contracts;

3. **Statistical Arbitrage**——hedging paired assets based on historical correlations. Requires quick execution and low trading costs, relying on quantitative models, closing positions when the market returns to equilibrium. Risks include insufficient liquidity and model failure, suitable for institutions or high-frequency traders.