Bitaval Group LTD

fixed-income markets have shifting yield curves of various shapes, which makes the hedging process more difficult and creates arbitrage opportunities at the same time. yield curve arbitrage can be thought of as taking a series of long and short positions at different points along the curve. bitaval delivers rates trader one of the market’s most complete package for butterfly and bond curve trading analytics for hedge funds and bond traders seeking to hedge interest rates risk and boost returns through the use of advanced arbitrage trading techniques. rates trader provides advanced modelling tools which includes a robust pca framework to generate, in addition to yield pick-up and convexity gain, effective and more profitable butterfly and bond curves strategies.