It refers to the trading behavior of using the price difference change between related markets or related contracts to conduct reverse trading in order to profit from the favorable change of price difference. The forms of futures arbitrage include intertemporal arbitrage, cross-market arbitrage and cross-variety arbitrage.
Risks in the process of futures arbitrage are: 1, basis risk. 2. Tracking error risk. 3. The risk of forced liquidation. 4. Impact cost risk