Jane Street researcher's HMM + Jev + Opus market-making bot

venus @RitOnchainOriginally posted 2026.09.25

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this f*cking Jane Street researcher made a regime-aware market-making bot that adapts spreads, gamma, and inventory limits in real-time using pure math + AI making $25k/m solo. he revealed how his "3-tier supervisor" uses HMM → Jev questions → Opus 5.5 deep reasoning to escalate risk decisions. Bookmark before its lost.

This post quotes another post: “Building an HFT trading bot with Jev: one buy/sell decision per block”