As per the SEBI interim report, an analysis of Jane Street’s trading on Jan. 17, 2024 and 14 other Bank Nifty expiry days, showed the following pattern and strategies. <\/p>\n
The First Strategy<\/p>\n
– It would on the morning of expiry aggressively buy large amounts in Bank Nifty underlying stocks\/futures. <\/p>\n
– It would on the same morning sell Bank Nifty via index options. <\/p>\n
– In the afternoon, it would aggressively sell large amounts of Bank Nifty underlying stocks\/ futures.<\/p>\n
– At peak short position in the Bank Nifty index options segment results in profits from the softer close in Bank Nifty index.<\/p>\n
The Second Strategy<\/p>\n
– Jane Street would, in the last two hours, aggressively sell large amounts in stocks\/ futures\/Bank Nifty futures. <\/p>\n
– Short positions in Bank Nifty Options at close. <\/p>\n
– Profits would be aided by soft close in Bank Nifty options. <\/p>\n","protected":false},"excerpt":{"rendered":"As per the SEBI interim report, an analysis of Jane Street’s trading on Jan. 17, 2024 and 14…\n","protected":false},"author":3,"featured_media":42346,"comment_status":"","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[13],"tags":[64,30622,135,31193,67,132,68],"class_list":{"0":"post-42345","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"has-post-thumbnail","7":"category-markets","8":"tag-business","9":"tag-jane-street","10":"tag-markets","11":"tag-sebi","12":"tag-united-states","13":"tag-unitedstates","14":"tag-us"},"share_on_mastodon":{"url":"https:\/\/pubeurope.com\/@us\/114804103914742354","error":""},"_links":{"self":[{"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/posts\/42345","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/comments?post=42345"}],"version-history":[{"count":0,"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/posts\/42345\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/media\/42346"}],"wp:attachment":[{"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/media?parent=42345"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/categories?post=42345"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.europesays.com\/us\/wp-json\/wp\/v2\/tags?post=42345"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}