# 4.4. Stage 2: Simultaneous
Another arbitrage strategy Future Gold Arbitrage is using is the simultaneous Short-Long Strategy. Here we analyzed the spreads between exchanges and monitored on what exchanges the automated bots are having the most effect on arbitrage. Through this analysis to align the existing algorithm to the Short-Long Strategy in order to be able to execute more arbitrage opportunities. The following example illustrates how this strategy is executed:
When the price spread between two exchanges is high enough (first vertical line), the algorithm is selling BTC at the higher price (blue line=Bitstamp) and buying BTC at the same time, with the same amount for a lower price (red line=Bitfinex). Then the system waits until the price spread between those exchanges is minimal and simultaneously executes the same trades reversed (selling at Bitstamp and buying on Bitfinex). So the risk-free arbitrage benefit is the difference between the first and the second spread. Furthermore, it is possible to use the same strategy with futures which is the additional feature. With futures it is currently working for Bitmex and Bitfinex
---
# Agent Instructions: Querying This Documentation
If you need additional information that is not directly available in this page, you can query the documentation dynamically by asking a question.
Perform an HTTP GET request on the current page URL with the `ask` query parameter:
```
GET https://docs.futuregold.us/ai-arbitrage-trade-system/4.-product-solution/4.4.-stage-2-simultaneous.md?ask=
```
The question should be specific, self-contained, and written in natural language.
The response will contain a direct answer to the question and relevant excerpts and sources from the documentation.
Use this mechanism when the answer is not explicitly present in the current page, you need clarification or additional context, or you want to retrieve related documentation sections.