The #TradingStrategyMistakes arbitrage trading strategy is a trading method that utilizes unreasonable price differences of assets in the market to obtain risk-free or low-risk returns by simultaneously buying and selling related assets. Its core is to capture 'mispricing,' and profit is made when prices revert to reasonable levels. Below are common classifications of arbitrage strategies and their core logic:

1. Cross-Market Arbitrage

- Definition: When the same asset has a price difference in different markets, buy in the low-price market and sell in the high-price market to profit from the price difference.

- Example: A certain stock is priced at 10 yuan in the A-share market, and after conversion, it is 9.5 yuan in the Hong Kong market. Investors can buy the Hong Kong stock while simultaneously selling the A-share (considering transaction costs, exchange rates, and other factors).