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Arbitrage

strategy
trading

The practice of exploiting price differences for the same or related assets across markets.

1
strategy

Arbitrage is a trading strategy that attempts to profit from price discrepancies. A trader buys where an asset is cheaper and sells where it is more expensive, or uses related markets to capture a temporary mismatch.

2
types

Crypto arbitrage can be spatial (between exchanges), triangular (between trading pairs), DeFi-based (between liquidity pools), or funding-rate based (between spot and derivatives markets). Many opportunities are automated and disappear quickly.

3
risks

Arbitrage is not risk-free. Execution can fail because of price movement, network congestion, bridge delays, exchange withdrawal pauses, MEV, inventory constraints, or inaccurate market data.

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All terms and definitions may update as the Cryptionary improves.