We build our own C++ engine, research our own edges over years of tick and order-book data, and trade our own capital across global sessions — on one codebase, where the research and the live engine are the same code.
Built and operated in-house. Not a fund. Not a product for sale.
| waiting | Session-clock · index |
| in position | Overnight · Asia |
| waiting | Cross-market pair |
| done | Volatility burst |
| Session-close flatten | enforced |
| Per-strategy hard stop | armed |
| Max hold enforced | engine-level |
| Net exposure | 0 |
The operator's console — live strategy state and structural risk guardrails. Illustrative.
ZedOne is a single low-latency C++ engine. The same code that researches a signal is the code that trades it — no reimplementation, no “it worked in the backtest” surprise. What we prove is what we run.
Backtest and live execution share one path. Given the same market data, the engine makes the same decision — every time. That parity is the point: research we can actually trust with capital.
Research runs on years of tick and order-book data, GPU-accelerated, with fills modelled at the touch. Every candidate clears out-of-sample, real trading cost, and a multiple-testing null before it trades a single lot.
| Out-of-sample | ✓ |
| Per-year consistency | ✓ |
| Fills crossed at BBO + cost | ✓ |
| Multiple-testing / permutation null | ✓ |
| Session & roll rules applied | ✓ |
Every gate must pass before capital. No single good year earns a lot.
Most backtests are noise wearing a good haircut. The discipline is structural: out-of-sample, per-year, and a date-block permutation null. If an edge is really just two lucky years, the pipeline says so — and it doesn’t trade.
Instrument × session × parameter combinations across multi-year tick data on GPU — hypotheses tested in minutes, not weeks.
Fills cross the spread at the BBO. Commission, slippage and exchange session rules are priced in before a strategy is ever believed.
A deliberately high bar for going live. Only cost-surviving edges trade real capital — most days, the correct trade is not trading.
We trade futures around the globe and around the day — North America, Europe, Asia, and China’s onshore markets — anchoring signals to the exchange clock and the session that actually sets each market’s tone. Tokyo opens, London hands over, Chicago runs the afternoon.
Holding no risk is a deliberate choice, made most days. Capital sits in cash unless a proven edge is firing.
Enforced session-close flattening, in backtest and live alike. No overnight surprises, no roll drama — every position closes by the session bell.
Every strategy carries a hard stop and a max hold, armed at the engine level. Guardrails aren’t something to remember — they’re built in.
Proprietary systematic trading and quantitative research, built and run in-house. Our own platform, our own capital — the same hands write the C++ engine, run the research, and operate the live desk. Trading our own capital only: not a regulated fund, and we do not manage outside money.
For data, infrastructure and hosting conversations, and serious systematic-trading partners. Send a note and we’ll come back to you.