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Apr 26, 2026 · 13 min

Arbitrage trading: crypto strategies, metrics and risks

Cross-exchange, triangular, funding and basis strategies explained for beginners, with the metrics that separate signal from noise.

ARBITRAGE TRADINGKOALAB

Strategies

Crypto arbitrage journal

Quick answer: what is arbitrage trading?

Arbitrage trading is the operational side of capturing a price difference. It is not only finding a gap. It includes sizing, order placement, cost control, execution timing and risk limits.

Cross-exchange spot

This compares the same asset across two exchanges. You buy where it is cheaper and sell where it is higher. To do it quickly, capital often needs to be pre-positioned on both venues. Waiting for a blockchain transfer may be too slow.

Triangular arbitrage

Triangular setups happen inside one exchange by moving through three pairs, such as USDT to BTC, BTC to ETH, and ETH back to USDT. The key is the final balance after every fee and every conversion.

Perpetual versus spot

Perpetual futures are derivatives without expiry. They use funding payments to keep contract price close to spot. A trader may buy spot and short the perpetual to reduce directional exposure while studying funding income. Margin, liquidation and collateral risk remain central.

Basis trades

Basis is the difference between a future and spot price. If the future trades above spot, a trader may buy spot and sell the future, expecting convergence. This requires careful capital management and knowledge of expiry, margin and liquidity.

Metrics to track

You need gross spread, net spread, fill rate, slippage, latency, rejected signals, failed executions and drawdown. Without these numbers, the strategy is only a guess.

Common beginner mistakes

The first mistake is comparing last traded prices instead of executable order book depth. The second is ignoring maker/taker fees. The third is assuming every API response arrives on time. The fourth is scaling size before measuring slippage.

Next reading

Start with what is arbitrage, then connect strategy with AI arbitrage.

FAQ

Frequently asked questions

What is arbitrage trading?

It is trading designed to capture price differences between related markets, after measuring cost and execution risk.

Which strategy is easiest to understand?

Cross-exchange spot arbitrage is the easiest conceptually, although withdrawals and liquidity can make it hard in practice.

Which metrics matter most?

Net margin, fill rate, slippage, latency, capital locked, failed orders and risk per venue.