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Scalping is a trading style focused on exploiting extremely short-term price movements, where positions are typically held for only a few seconds to a few minutes.

Typical characteristics

  • very high trade frequency
  • tight risk limits (small stops, small targets)
  • heavy focus on the order book, spread, volume, and micro-structure

Term

The term “scalping” is used for this kind of trading since the 19th-century. At stock markets, a scalper was a trader who tried to “pick off” very small price differences again and again — like shaving tiny pieces off the market, rather than taking big directional bets.

So the idea was:

  • not “capture the whole move”
  • but “skim small profits from many tiny fluctuations”