The implier was an attempt to capitalize on a theoritical structural inefficency in futures markets. While I believe this ineffiency likely exists, it has proven intractable to solve the graph traversal problem to capitalize on it.

Attempts to solve this problem have used F#, C# and Python. At one point I employed a team of programmers to build an approximate solution, but that didn't find the inefficiencies. I'm still a bit mystified why exactly this didn't work. One theory is that the pure arbitrage never exists in the market because traders arbitrage it out prior. However, I find it hard to believe the markets are actually that efficient.