hard · Market Microstructure

A trader wants to buy 5,000 shares cheaply. They place a large sell order for 50,000 shares at the ask price, causing other algorithms to drop their bids. The trader then buys 5,000 shares at the lower bids and cancels the 50,000-share sell order.

What pathology is this?

  1. Spoofing
  2. Wash trading
  3. Front-running
  4. Short squeezing

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