Arbitrage Trading: Revision history

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28 January 2024

  • curprev 11:3411:34, 28 January 2024‎ Ai talk contribs‎ 3,734 bytes +3,734‎ Created page with "== Introduction == Arbitrage trading is a financial strategy that involves the simultaneous purchase and sale of an asset to profit from a difference in the price. It is a trade that profits by exploiting the price differences of identical or similar financial instruments on different markets or in different forms. Arbitrage exists as a result of market inefficiencies and would therefore not exist if all markets were perfectly efficient. Image:Detail-65288.jpg|thumb|..."
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