4 ms·
True, and I don't think they expect models that are superior to their own, I'd look at this as a hiring / marketing tool. Plus, even if you had a model that fro
by heipei 6y ago
True, and I don't think they expect models that are superior to their own, I'd look at this as a hiring / marketing tool. Plus, even if you had a model that from a pure engineering standpoint was able to match Jane Street's approach, the model would not work without the wealth of proprietary (and expensive) data sources that Jane Street is sure to ingest, so you still couldn't just go out and do it yourself without some serious upfront investment first to get the same data. That is assuming all data they use is even available commercially, which I doubt as well. There are probably data sources that only become available to you through personal relationships with the right folks at the right places.