i am an experienced pit trader who left the futures industry a few years ago to pursue a masters degree in compsci. i have recently been working with a mathematician on a model to trade interest rate futures inter-exchange. we are looking for a firm with the right exchange connections and capital required to trade such a strategy. we are both U of C alums and still reside in Chicago. please pm me or post if you would like more info; or could give me a lead. we have talked to a few firms, but they are either too large or too small to implement this strategy.