Continuous capital efficiency for derivatives portfolios
Bluenodes continuously finds the best balance between risk and capital cost across your portfolio, and turns it into trades you can execute.
A combined execution in three moves: CCP swap, EFP, then OTC switch.
Every portfolio has its own Efficient frontier. We keep you on it.
The curve is the best capital cost achievable for each level of risk. Portfolios drift away from it; Bluenodes brings them back, continuously.
Capital is now the scarcest resource in financial markets.
First, markets digitised trading. Then they digitised risk management. The next step is capital efficiency: holding the risk you want at the lowest possible capital cost, adjusted as fast as markets move. That is what Bluenodes builds.
- 1990s onwardsExecutionMarkets became electronic. Trading became faster and cheaper.
- After 2008RiskPricing, clearing, collateral and regulation made markets safer.
- TodayCapital efficiencyEvery unit of capital saved goes straight to the bottom line.
Easy to understand. Hard to achieve.
Every desk wants the lowest capital cost for the risk it chooses to hold. Three obstacles stand in the way.
Too complex
Thousands of trades, products and constraints create millions of possible combinations.
Too slow
Optimisation runs periodically, while risk, margin and funding costs move all day.
Not executable
Recommendations stay in reports instead of becoming trades.
From insight to execution, in one continuous loop.
Bluenodes monitors your portfolio, finds a better configuration, turns it into trades, then measures the result and learns from it. Then it starts again.
- / 01
Analytics
See where your capital is tied up, and why.
- / 02
Optimisation
The best configuration for your objectives and constraints. Two engines: one for rapid rebalancing, one for large, highly constrained portfolios.
- / 03
Execution
Tradeable packages, including matching opposite needs across participants and switching between listed and OTC.
- / 04
Post-Trade
Measure realised savings and feed every result back into the next optimisation.
What makes it different.
Periodic runs
Continuous recalculation
Reports and recommendations
Executable trade packages
Analytics, optimisation and execution in separate tools
One loop, from analytics to post-trade
Works across products and maturities, and connects to your existing infrastructure instead of replacing it.
Your frontier, in real time.
Analytics, optimisation and execution in one secure workspace.
See it on your own portfolio.
We walk you through the platform with your positions and show where capital can be saved.
Request a demoOne platform, a solution for every desk.
Each team gets what it needs from the same continuous view of risk and capital cost.
- 01
Trading desks
Optimisation signals ready to trade, inside your workflow.
- 02
Risk teams
A continuous view of risk against capital cost.
- 03
Treasury and collateral
Less capital tied up in margin and funding.
- 04
Brokers and execution platforms
Optimisation turned into structured, tradeable opportunities for your clients.
Our aim: embed capital efficiency directly into the workflow of financial markets.
Bluenodes is based in London. For the full strategic narrative, read the brief.
Built with institutional standards.
Security
Protection of your data and systems.
Confidentiality
Your positions stay yours.
Reliability
Built for live, professional workflows.
Workflow rigour
Fits the way your teams already work.
One last step.
Your email app has opened with your message ready. Press send and we will be in touch shortly.
Nothing opened? Write to us at contact@bluenodes.io, or .