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Arbitrage and risk-free trading opportunities are considered to be exploited quickly after they appear. There are many references though, that highlight the inefficiency of betting exchange markets which can lead to profitable investments. Current work focuses on identifying existing patterns that offer opportunities for low-risk bet-trading. Based on statistical and econometrical analysis, we identified a class of cases where inter-market arbitrage/trading is possible. The prediction model has been enhanced by clustering and artificial intelligence techniques aiming at maximizing the profit on the longterm.