1, the first cross-time arbitrage strategy. After judging the direction of lightening positions, time arbitrage can be divided into two categories: near buying and far selling. The intertemporal arbitrage mode of buying near and selling far refers to the situation that "the spread of trading contracts when opening positions in recent months is higher than that when opening positions in distant months".

Secondly, cross-species arbitrage strategy. There are different relationships between different trading varieties in the market, and this substitution relationship is the phenomenon of variety arbitrage. Mainly use the fluctuation range of two related varieties. The fluctuation range of copper is larger than that of aluminum, and the storage volume changes greatly. Therefore, we can use the injection of large funds to achieve arbitrage between two related products. Active varieties are the main trading trend, and weak varieties are the secondary trading trend. At this time, the variety spread is large, accompanied by a bearish trend.

3. Finally, cross-market arbitrage strategy. There are many imported varieties in the domestic futures market. After understanding the different modes of arbitrage, optimizing and improving arbitrage strategy is a way to reduce mistakes and improve profitability.