5.6. Stage 2: Simultaneous Short-Long Strategy

In the next stage, an additional arbitrage strategy gets introduced. The novelty here is that profit is not just generated by trading the asset itself, but additionally by trading futures of the asset. This means that it becomes possible to realize arbitrage opportunities without the need to have funds of the given currency for immediate disposal. Instead of buy- and sell-orders, so called short- and long-orders are used.

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