Arbitrage is not about finding the biggest spread once. It is about consistently finding opportunities that still remain profitable after fees, liquidity checks, and execution delay. This guide gives you a practical framework you can reuse daily.

1. Start with markets and liquidity

• Track at least two active markets with meaningful listing depth.
• Avoid low-volume items that can disappear before execution.
• Prioritize items with stable demand and frequent transactions.

2. Filter for tradeable spreads

• Set a minimum spread threshold that exceeds your all-in costs.
• Check not only price difference, but also order book size and speed.
• Use recent history to avoid one-off price spikes.

3. Validate net profit, not gross spread

• Subtract buy and sell fees, withdrawal costs, and transfer friction.
• Use a safety buffer in case prices move during execution.
• Skip setups where edge disappears under conservative assumptions.

4. Execute with rules

• Define maximum position size per trade and per item category.
• Use alerts for entry and follow-up checks to reduce missed windows.
• Document completed trades and compare expected vs realized outcomes.

5. Review and improve weekly

• Track win rate, average net return, and slippage.
• Lower exposure on setups with recurring execution problems.
• Double down on patterns with stable fill quality and clean exits.

CS2 Arbitrage FAQ

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