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Market Arbitrage

Market Arbitrage Definition

A trading technique that encompasses trading the same security in two or more markets at the same time.  For example, if a security is trading higher on the New York Exchange than the Pacific Exchange, a trade arbitrageur may buy the security in San Fransico and sell short in New York in an effort to profit off the spread.

RELATED TERMS
Risk arbitrage
RELATED CATEGORIES
Active Trading




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