What is futures arbitrage?
Futures arbitrage trading refers to buying or selling a futures contract, selling or buying another related contract at the same time, and closing two contracts at the same time in the future. It is a trading method that uses the unreasonable price difference between different contracts in the futures market to seek low-risk profits. The futures contract here can be the same commodity in different delivery months, two interrelated different commodities, or the same commodity in different futures markets.