The simultaneous purchase and sale of an asset in order to profit from a difference in the price. This usually takes place on different exchanges or marketplaces. Also known as "riskless profit".

Here's an example of arbitrage: Say a domestic stock also trades on a foreign exchange in another country, where it hasn't adjusted for the constantly changing exchange rate. A trader purchases the stock where it is undervalued and short sells the stock where it is overvalued, thus profiting from the difference. Arbitrage is recommended for experienced investors only.

这些东西，要经过历史数据的测试，虚盘测试，最后才敢试投产。用电脑的好处就是快。自己写程序的好处就是可以不停地改进算法。

这个也是我目前研究的一种策略。浆糊兄有指教不妨明讲。