004 - Two Quants - Moritz Seibert & Moritz Heiden (Part II)
The Algorithmic Advantage
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Creating and Selling Indices, Volatility Control, and the Bitcoin Basis Trade
This chapter explores the practice of creating indices in banks for the purpose of selling them to clients, and the importance of volatility control in pricing derivatives. It also discusses the difference between working in a bank and running a business, and provides an example of a successful Bitcoin basis trade.
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