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Link to webinar for 3/21 - <https://experts.cutter.com/acton/media/19169/data-harmonization-through-open-industry-standards> that David Saul and Cambridge Semantics are participating in.
Discussed the need to update our definitions of volatility, and Pete suggested attempting to model the BICS index to validate the approach. There are 3 open issues on this topic, related to volatility and market spread. Some of these also show up in the MD/Temporal domain, which should be moved either to IND or higher up the food chain.
Note that Michael Burg has had some technical issues, but we've resent the CFTC mapping prior to a follow up call.