There's a lot of good stuff in your comment here. There are many legitimate forms of "market making". And all profitable trades are buy-low sell high, etc. But

There's a lot of good stuff in your comment here. There are many legitimate forms of "market making". And all profitable trades are buy-low sell high, etc. But strategies that aspire (even if asyptotically) to mimic front-running should still be called out for what they are. Even if they are in jest/oversimplified (in the case of this article) etc. The reasons are manifold, but least-not is the fact that this is aimed at new entrants to the biz. I have problem with using synthetic front-running as the aspirational/idealized/de-facto model of quant finance...in the minds of anyone (regulators, new market participants, etc). Granted, my initial comment was a roundabout way of saying this.