High-Expectancy Trading Signals & Developer APIs
Sub-second algorithmic trade ideas calculated with verifiable mathematical positive expectancy ($EV_{net} > +0.05\%). Zero discretionary bias.
DEVELOPER MARKET & SIGNALS API
Direct REST API & WebSocket endpoints for live market indicators, regime states, and signal streams.
Approx. R 180/mo
- High-Cadence REST & WebSocket Endpoints
- EMA 9/20, VWAP & Regime Classifiers
- Crypto & Equities Ticker Feeds
- JSON Output Compatible with Python & Node
- Instant API Key Issuance via Email
QUANT TELEMETRY FEED (SIGNALS)
Real-time algorithmic trading signals ($EV_net > +0.05%) formatted for Telegram VIP & PrimeXBT distribution.
Approx. R 882/mo
- Real-Time Telegram VIP AI Signal Alerts
- PrimeXBT Compatible Webhook Payloads
- EMA 9/20 & VWAP Expectancy Rationale
- 100% Non-Advisory Raw Telemetry Stream
- Instant Provisioning & ECTA §44 Waiver
Z-BOT PRO TRADER SAAS
Dedicated cloud algorithmic node on zbot.kustomcode.xyz with Alpaca paper/live execution & dynamic screener.
Approx. R 1782/mo
- Dedicated Z-Bot Terminal Node Access
- Alpaca Paper & Live Execution Engine
- 10,000+ Asset Dynamic Screener
- AES-256 Encrypted Key Vault
- $50.00/mo API Quota Limit
INSTITUTIONAL SAAS NODE
Unlimited execution quota with BYOK custom data feeds for high-volume traders, prop desks, and funds.
Approx. R 5382/mo
- Unlimited Trading Execution Quota
- BYOK Polygon & EODHD Data Integration
- Custom Watchlists & Multi-Broker Routing
- Sovereign ECTA Compliance Waiver
- Zero Signal Exporting (Dedicated Execution)
Deterministic Math Over Discretionary Noise
Every trade signal requires mathematical positive expected value (EV net > +0.05%) after trading fees, slippage, and spread. Signals are dispatched directly into the private subscriber Telegram feed and webhook bus.
Download Backtest Starters & Explore Developer API
Kickstart your strategy modeling with our public starter package and runnable Jupyter notebook, or explore our live REST & WebSocket endpoint reference.
Jupyter Backtest Reference Notebook
A runnable walk-forward backtesting notebook implementing EMA 9/20 crossover logic, session VWAP filters, regime states, and performance metrics (Sharpe ratio, max drawdown).
Z-Bot Quantitative Starter Pack
Contains sample BTC/USD and ETH/USD hourly historical OHLCV data files, factor weighting configuration matrix, and strategy setup guides.
Downloadable Quant Data Packs
Curated backtesting datasets, factor scores, and order-book snapshots for quantitative modelers.
Crypto High-Frequency Volatility Pack
Microsecond tick and order-book imbalance datasets across BTC, ETH, and SOL during high-volatility events.
Equity Screener & Alpha Factors Archive
Historical factor scores, momentum rankings, and VWAP reversion metrics for US equities.
Institutional Backtest & Regime Archive
Complete walk-forward backtest simulations, Monte Carlo results, and risk governor metrics.
Legal Notice & Non-Advisory Software Disclosure
Kustomcode (operated by Zash Holdings Pty Ltd) is a technology engineering firm and software provider. All trading signals, algorithms, backtests, and telemetry feeds are strictly quantitative software outputs provided for informational, testing, and automated execution purposes. Kustomcode does not offer financial advice, portfolio management, or brokerage services. Trading financial assets involves significant capital risk. Under South African ECTA §44 regulations, digital software licenses and live telemetry feeds are delivered immediately upon PayFast authorization and are non-refundable once provisioned.