Break through the confusion of cross-market price differences between London spot gold and New York futures gold, and use mean reversion logic and standardized technical tools to reconstruct the neutral arbitrage trading base! This article provides in-depth compliance knowledge on the core differences and price difference formation mechanisms between the two cities: dismantling the boundaries between inherent normal price differences and periodic abnormal price differences, analyzing basic price difference regression and futures hedging strategies; and explaining in detail the London/New York gold full category coverage, low-latency data flow and custom warnings relying on the WMAX platform, solving the pain points of multi-account lag, and establishing a rational risk control closed loop.