Most people think arbitrage is dead. They're wrong — it just evolved.

After years in the markets, here are three strategies consistently generating asymmetric returns right now:

1. Cross-Exchange Crypto Spreads

Price discrepancies between CEXs and DEXs still exist — you just need the right data infrastructure to catch them before they close. We're talking 0.3-2% spreads that compound into serious returns at volume.

2. Event-Driven Forex Positioning

Central bank meetings, CPI releases, employment data — the 15 minutes before and after these events create predictable volatility patterns. If you know how to read order flow, you can position before the crowd reacts.

3. Correlation Divergence in Equities

When historically correlated pairs decouple (think: oil stocks vs crude, or tech giants vs NASDAQ), there's a mean-reversion window. The key is knowing which divergences are noise and which are opportunity.

The difference between retail traders and serious investors? Access to data and the discipline to act on it.

We break these down in real-time every day inside The Arbitrage Club.