Tuesday, July 18, 2017

Autotraded liquidity optimizer?

Capitalab, a division of BGC Brokers, has announced that its Swaptioniser portfolio compression service has successfully executed the first combined Swap and Option compression cycle, eliminating over $100 billion of non-cleared Swaps, Swaptions and Caps & Floors notional, making it the largest Capitalab USD compression to date.
I think we got ourselves the basic S&L tech, or close to it. 

They have a pit boss that does the high frequency trading and splits the difference. Great stuff, if end points are secure, we cab use it on a Btc side chain?

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