easy · Market Microstructure hft
A trader places a large buy order at 45.50 when the market is 45.52 - 45.55. Immediately after, they place a series of smaller sell orders at 45.54, 45.53, and 45.52 to create the appearance of selling pressure, only to cancel the sell orders once their buy order is filled.
What is this behavior called?
- Internalization
- Arbitrage
- Index Inclusion
- Spoofing
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