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build neural net based on BS, Binomial, Heston, Neural Net (gavin)
listen for published MM prices, calculate new model prices and check differences across PT products (gavin)
use Binance historical IV for common coins(BTC, ETC, ...) to train Neural Net model (gavin)
use PT IV historical IV for PT-only altcoin products to train Neural Net model (gavin, egor)
use correlations from Binance Perp price history to add skew factor for nueral net price predictions e.g. Coin XXXX is highly correlated to ETH means use Skew observed for ETH & apply to XXXX price surface (gavin)
report on differences and check for gaps, drop-=outs by MM, jumps in price/IV (gavin)