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posnet | 7 months ago

Most exchanges do not reveal counter-party information smaller than the broker level. So you wouldn't know just from looking at market activity the same person causing the large futures move was also taking large options positions.

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londons_explore|7 months ago

Doesn't matter - see a pattern, exploit it - and in doing so, make profit yourself whilst reducing the pattern.

SpicyLemonZest|7 months ago

The pattern was exploitable only on the specific days that Jane Street was allegedly manipulating. How would you have figured out, without counterparty information and before noisy sales start dragging down the index, that day X is a manipulation day?

How would you have identified that there's even such a thing as a manipulation day? Do you have a model that tells you the objectively correct number of days a non-manipulated index should be lower at close?

jayd16|7 months ago

Simply look at the market patterns and make a profit, duh! Why doesn't everyone do that?!

efavdb|7 months ago

Yes claim is price is high at open low at close. Seems pretty straightforward.

0xDEAFBEAD|7 months ago

Why not reveal counter-party info?