#ArbitrageTradingStrategy An arbitrage trading strategy exploits price differences of the same asset across markets to generate risk-free profits. Traders buy the asset at a lower price in one market and simultaneously sell it at a higher price in another. Common types include spatial (different exchanges), triangular (currency pairs), and statistical arbitrage (quant models). Speed is crucial, as price discrepancies often vanish quickly. High-frequency trading (HFT) algorithms are commonly used. While arbitrage is considered low-risk, challenges like execution delays, transaction costs, and liquidity constraints can impact profitability. Regulatory scrutiny and market efficiency also limit arbitrage opportunities over time.