Asymmetric Bond Markets
The firm functions as a proprietary trading operation participating in the Treasury futures markets utilizing a variety of hedging and spread techniques designed to simulate the yield curve.
Asymmetric, The Name
The name of the firm is derived from the logic mathematics uses to describe a relation between two things where the first has a relation to the second, but the second cannot have the same relation to the first.
Since much of our work is entrenched in macro economics, the firm uses the economic term that is used to describe information known to one party, but not the other. Essentially, these are referred to as Information Asymmetries. The notion that one party knows more about a transaction than another provides an advantage to the "knowledge" party. This theory was developed by George Akerlof, Michael Spence and Joseph Stiglitz who were granted the Nobel prize in Economics in 2001 for their work. For example, due to imperfect information on the part of lenders or prospective car buyers, borrowers with weak repayment prospects or sellers of low-quality cars crowd out everyone else from the market. Spence demonstrated that under certain conditions, well-informed agents can improve their market outcome by signaling their private information to poorly informed agents. The classical argument is that some sellers with inside information about the quality of an asset will be unwilling to accept the terms offered by a less informed buyer. This may cause the market to break down, or at least force the sale of an asset at a price lower than it would command if all buyers and sellers had full information. This idea has been applied to both equity and debt finance. As a consequence, information asymmetries and the firms incorporation into trading strategies is therefore an appropriate application to the capital and futures markets...
From this, one can surmise how the name might apply to a proprietary trading firm.