Book Overview
Publisher: Wunan Books
Publication Date: June 11, 2025
List Price: $580
Current Price: 9.5% discount ($551)
VIP Price: 9.0% discount ($522)
Language: Traditional Chinese
Pages: 320
ISBN-10: 6264233285
ISBN-13: 9786264233286
Product Description
Navigate market trends with precision in Arbitrage Strategies—the ultimate playbook for low-risk, high-reward trading.
Arbitrage trading is the savvy investor’s toolkit for capitalizing on price discrepancies across markets. From currency exchanges to global commodities, opportunities abound for those who can spot them.
What Is Arbitrage?
Arbitrage exploits price differences of identical assets in different markets. For example:
- Currency Arbitrage: Profit from exchange rate gaps between currencies.
- Stock Arbitrage: Leverage price gaps in cross-listed securities.
This book deconstructs core arbitrage logic, strategies, and实战 techniques to help you stay ahead in competitive markets.
About the Author
Professor Wang Mu-Shun
- Dean of the College of Commerce at Kainan University.
- Former Deputy General Manager at Dayin Group’s investment division.
- Award-winning researcher with dozens of SSCI/TSSCI publications.
- Advocate of the Warren Buffett Military Investment Education Initiative.
Table of Contents
Preface
The "Quiet Selling" Hypothesis
- IPO arbitrage
- Book-building mechanisms
- Case studies of market manipulation
Reading Market Trends
- Scalping strategies (Forex, RSI, Stochastic Oscillator)
- Beta-neutral arbitrage
The Mars Landing Plan: ETF Arbitrage
- In-kind vs. cash redemption
- Country-specific ETF strategies
Risk Asymmetry & Hedge Fund Tactics
- Pair trading
- Bridgewater’s Alpha strategies
Convertible Bond Arbitrage
- Tesla case study
- Credit risk arbitrage
Cross-Border Arbitrage
- TDR (Taiwan Depositary Receipts) strategies
- ADR (American Depositary Receipts) exploitation
Patience in Wall Street’s Ethics Vacuum
- Bond futures arbitrage
- Crude oil storage theory
Crypto Arbitrage
- Bitcoin/fiat arbitrage
- Stablecoin dynamics
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FAQ
Q: Is arbitrage risk-free?
A: While low-risk, execution speed and market liquidity are critical.
Q: How do ETFs enable arbitrage?
A: ETFs allow arbitrageurs to exploit price gaps between NAV and market price via creation/redemption mechanisms.
Q: Can beginners use scalping strategies?
A: Yes, but requires real-time data and disciplined stop-loss rules.
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