Generally, it's not about front-running normal people. Instead its racing other HFTs. Either a race to capture arbitrage opportunities, or to update your orders

Generally, it's not about front-running normal people. Instead its racing other HFTs. Either a race to capture arbitrage opportunities, or to update your orders on one market based on trades made in another market. The aim of the game is to collect a small spread on a lot of transactions. The scary thing for an HFT like that is being 'run over' by a big party selling or buying a lot over a day. If a pension fund is dumping 10٪ of their holdings of shell, it's hard to collect a spread because you need to find buyers for every stock you buy from them. Meanwhile the price is dropping as they sell off. Hence you occasionally see 'front running' with price improvement. Instead of buying from the market at 1.02 a HFT gets to sell to you at 1.01, yielding you a better price. This is a good deal for the HFT, because a normal person isn't going to run the HFT over. And it's a good deal for the normal person because they get a better price.