#套利交易策略 Binance arbitrage core lies in capturing market inefficiencies, with main strategies including:

Funding rate arbitrage: buying spot + shorting perpetual contracts to earn positive funding rate differential (for example, under a 0.05% rate, hedging 10 BTC in spot can yield a single-time profit of 150 USDT), attention must be paid to the 8-hour settlement cycle and price convergence.

Inter-period contract arbitrage: utilizing the price difference between the current season/next season contracts (for example, under a Contango structure where the price difference > 1.5%), opening positions in both directions to capture basis recovery profits, with annualized returns reaching up to 25%.

Triangular arbitrage: BTC/ETH/USDT circular trading, profiting from instantaneous price imbalance, high-frequency strategies can achieve annualized returns exceeding 45% but require low-latency execution.

Alpha point arbitrage: high-frequency trading with low slippage currencies (such as $PORT3/WBNB), overlaying limit orders and double point rules, with a net profit of approximately 216 USDT over 15 days (after deducting fees).