Re:Jane Street Market Prediction ($100k Kaggle competition)
by abhinav2019 on Saturday November 28, 2020 @12:55AM
(#25235614)
I don't really think you can categorize that they worked well as these companies are market maker. This is all the way more evident in 9 out 10 times they were profitable. It seems more as that options were 9X strike.
(Also, even if I agree it was purely intended for tax avoidance, I don't understand why you think that would obviate having to understand how the options work intimately well).