I'm reading Michael Lewis' new Flash Boys book about HFT and it got me wondering how many people buy at market price? Personally, I've always put in a fixed price, usually lower than market when I buy my stocks...not that it would have helped me to avoid market manipulation any...
Theoretically, it should prevent front running...however I imagine that even small orders can suffer because the prices are artificially raised, so you order may never be filled.
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