Comment Comment by conditionnumber Don't know about Jane Street, but that sounds like a general problem.If options & futures are more liquid than the underlying, someone will be tempted to nudge the underlying.Bond ETFs and their options chains seem like another locale where this could happen. parent conditionnumber 1 year ago
If options & futures are more liquid than the underlying, someone will be tempted to nudge the underlying.
Bond ETFs and their options chains seem like another locale where this could happen.