The arbitrage trading strategy #套利交易策略 #套利交易策略 profits from market pricing deviations by simultaneously buying and selling related assets to hedge risks. Common types include inter-temporal (same variety, different term contracts), cross-market (same asset, different exchanges), and cross-commodity (related commodity price differences) arbitrage. During trading, it is necessary to quickly capture abnormal price differences, calculate costs, and execute operations, waiting for the price difference to return to normal before closing positions. The risk is relatively low but the returns are stable, relying on efficient execution and precise calculations, making it suitable for investors with a conservative risk preference.