#套利交易策略 arbitrage trading aims to take advantage of temporary price imbalances or pricing errors in the market by **simultaneously buying undervalued assets and selling overvalued assets** to lock in risk-free or low-risk profits. The core is to capture the **irrational price differences** that occur between highly correlated assets (such as the same commodity in different markets, related securities, futures and spot, etc.).

**Common types include:**

1. **Inter-market arbitrage:** Arbitrage on price differences of the same asset across different exchanges.

2. **Inter-product arbitrage:** Arbitrage on price differences of highly correlated assets (such as crude oil and gasoline).

3. **Statistical arbitrage:** Identifying opportunities where price differences deviate from normal based on historical statistical models.

**Key elements:** Transaction execution **speed is extremely fast** (usually high-frequency), precise calculation of costs (fees, slippage), and strict risk control (avoiding price difference expansion). Its essence is as a **short-term fixer of market efficiency**.