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Connections and ideas that are powering quant innovation

Practical insight into black basket analytics for mid-curves and spread-options and trading crypto asset volatility

Key sessions from the Pricing, Trading, and Volatility day.

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  • Black basket analytics for mid-curves and spread-options with Alexandre Antonov, Chief Analyst, Danske Bank

  • Trading and hedging bitcoin and crypto asset volatility with Carol Alexander, Professor Finance, Sussex University

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