Jane Street & The Regulatory "Risk" In Risk-Reversals
Jane Street & The Regulatory “Risk” In Risk-Reversals Via SpotGamma Substack, Days ago India barred Jane Street (JSG) from its security market, citing manipulation of markets. TLDR: We think JSG knew options skews could be heavily distorted, and traded large options positions trying to take advantage of the distortion. Additionally – a disclaimer: We have no idea […]
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