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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.

Related terms

All terms and definitions may update as the Cryptionary improves.