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There are lots of ways to extract rent from the system.

I've read some stories where a pension / 401k plan was placing a large trade and HFT was able to detect it in progress and make money off the transaction. Look up front running, placing bids and withdrawing them, etc.

Even if you trust your investment manager, there are shenanigans going on in the system. The stock market isn't what it used to be.




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