On detecting spoofing strategies in high-frequency trading

@article{Tao2020OnDS,
  title={On detecting spoofing strategies in high-frequency trading},
  author={Xuan Tao and Andrew Day and Lan Ling and Samuel Drapeau},
  journal={Quantitative Finance},
  year={2020},
  volume={22},
  pages={1405 - 1425}
}
The optimal strategy of a potential spoofer is described and applied to Level 2 data on TMX 
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2 Citations
Background Citations
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2 Citations

The Spoofing Resistance of Frequent Call Markets

We study the effects of spoofing attacks on frequent call markets (FCMs). Spoofing—a strategic manipulation to mislead market participants by creating spurious limit orders—could harm the market…

Spoofing the Limit Order Book: A Strategic Agent-Based Analysis

An agent-based model of manipulating prices in financial markets through spoofing is presented: submitting spurious orders to mislead traders who learn from the order book to mitigate spoofing from two aspects: mechanism design to disincentivize manipulation and trading strategy variations to improve the robustness of learning from market information.

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