Finance
Trade with
Quant Firm Power
The first open-architecture quantitative trading ecosystem. Institutional infrastructure, no walled gardens, no black boxes.
Platform
Core Capabilities
Visual Strategy Builder
Build sophisticated trading algorithms without writing boilerplate. Drag-and-drop for speed, or inject custom Python/JavaScript nodes for infinite flexibility. Live debugging lets you inspect logic flow in real-time.
Machine Learning & Reinforcement Learning
Deploy frameworks used by top quant firms—TensorFlow, PyTorch, Stable-Baselines3. Use RL agents to discover novel strategies with automated hyperparameter tuning via Optuna.
Institutional-Grade Backtesting
Event-driven engine simulates decades of market data in minutes, accounting for slippage, transaction costs, and order book depth. Test 10,000 strategy variations in a single weekend.
Open Microservices Architecture
Built on 13 independent, containerised microservices. Run only what you need. Deploy via Docker on your local machine, AWS, or private VPS. Full REST and WebSocket APIs.
Satellite Guided Inference
Harness alternative data streams from orbital imagery. Track retail foot traffic, shipping activity, and agricultural yields in real-time. Computer vision pipelines transform raw satellite feeds into actionable trading signals.
Comparison
The Ziro Advantage
| Feature | Traditional Retail | Ziro Finance |
|---|---|---|
| Strategy Creation | Limited scripting | Full Python/JS + Visual Builder |
| AI/ML | Non-existent or black box | Full TensorFlow/PyTorch |
| Data Access | Proprietary, locked-in | Open APIs |
| Infrastructure | Shared, high latency | Private Docker, low latency |
| Testing Cost | High (live required) | Zero (backtesting) |
Applications
Built For You
For the Data Scientist
Your analysis deserves institutional-grade infrastructure. Deploy explainable deep learning models with full auditability, no more black boxes. Focus on alpha generation while we handle the engineering complexity.
For the Developer
Build trading systems the way you build software. Clean abstractions, version control, CI/CD pipelines, and observability built in. Your engineering discipline finally applies to financial markets.
For the Discretionary Trader
Codify decades of pattern recognition into systematic strategies. Backtest against historical regimes, stress-test against black swan events, and execute with mathematical precision while preserving your intuition.