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I'd be surprised if the data Jane Street provides isn't some form of high-frequency tick data. It's relatively easy to make accurate short-term predictions with
by logicchains 6y ago
I'd be surprised if the data Jane Street provides isn't some form of high-frequency tick data. It's relatively easy to make accurate short-term predictions with such data, the challenge is being fast enough that behemoths like Jump and Citadel don't get all the good trades before you, leaving you with just the bad predictions. This requires a huge investment in infrastructure and connectivity, beyond the reach of individuals who aren't already quite wealthy.