2 ms·
No context around Jane Street, but I'd expect the goal to still be maximising your return / value. The people who are better at assessing probability and risk w
by dannyw 4y ago
No context around Jane Street, but I'd expect the goal to still be maximising your return / value. The people who are better at assessing probability and risk will have a higher value in aggregate.
Filter out those who made bets too big to avoid outliers.