Micro-Spoofing Signal Detection - Quant Trader Interview Question
Difficulty: Medium
Category: Market Microstructure
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: market-manipulation, spoofing, order-book, high-frequency-trading
Problem Description
A trader places a large limit order and cancels it within milliseconds before execution. What market manipulation technique is this, and what signal does it create?
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