ETF is an ideal variety of "buy and trade". It is suitable for many people. For long-term investors, ETF is an index fund and can obtain a steady average income. For short-term investors, daily fluctuations, "T+" trading methods and arbitrage methods provide many spread opportunities; For traders with frequent band operation, it is also an intuitive and relatively easy-to-judge variety, which can be described as "thousands of favorites in one". In the early stage of studying ETF arbitrage, we searched for relevant domestic books, but it was difficult to find an ETF practical instruction book, and the rules and skills of ETF arbitrage were still difficult for beginners, so we hope to exchange some ETF arbitrage trading experience accumulated initially with investors and friends.