medium · Market Microstructure

A high-frequency trader places 5,000-share sell orders at 50.10, 50.11, 50.12, and 50.13 to create an impression of heavy resistance, then immediately cancels them after buying 1,000 shares at 50.05. This behavior is best described as:

  1. Front-running
  2. Quote Stuffing
  3. Internalization
  4. Layering

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