Latency arbitrage is profiting from being able to act on a price change before slower participants can update their own quotes. It is contested as a matter of market design and fairness, but it is not manipulation: nothing false is communicated.
market microstructure · updated 2026-09-23
See also
High-frequency trading— High-frequency trading is automated trading characterised by very short holding periods, high message rates and co-located infrast…
Co-location— Co-location is renting rack space in or next to an exchange's data centre so that the physical distance to the matching engine is …
We use Google Analytics to count visits and see which pages get read. It sets cookies.
Nothing here depends on it, and declining changes nothing about what you can read. What we collect.