In real market transactions, two conditions are generally needed to find arbitrage opportunities and make use of them: first, there are exchange rate differences in market quotations. Whether it is direct arbitrage or indirect arbitrage, the existence of quotation differences in the market is the premise of arbitrage opportunities. However, after years of development in the foreign exchange market, foreign exchange market makers have a mature quotation system that can change rapidly according to market conditions, so the probability of arbitrage opportunities is relatively low.

Second, arbitrage traders have certain professional knowledge and technical experience, and can seize the difference of exchange rates when arbitrage opportunities arise and make correct market operations quickly. When the arbitrage opportunity appears, the arbitrage power in the market will quickly enter the market and affect the price, making the arbitrage opportunity fleeting. Therefore, traders need to have certain professional knowledge and technical experience, so as to arbitrage before other traders find arbitrage opportunities. For example, traders can use advanced computer technology to monitor the changes of market quotation at all times, and at the same time, with the help of high-speed order placing system and instruction transmission network, they can quickly execute arbitrage trading instructions.