High-Expectancy Trading Signals & Developer APIs
Sub-second algorithmic trade ideas calculated with verifiable mathematical positive expectancy ($EV_{net} > +0.05\%). Powered by ORIA multi-asset orthogonal risk and Close-to-Next-Open Alpaca execution.
DEVELOPER MARKET & SIGNALS API
Direct REST API & WebSocket endpoints for live market indicators, ORIA 3-pillar regime states, and signal streams.
Approx. R 180/mo
- High-Cadence REST & WebSocket Endpoints
- EMA 9/20, VWAP & Cross-Asset Shock Classifiers
- Crypto & Equities Ticker Feeds with ORIA Telemetry
- JSON Output Compatible with Python & Node FastMCP
- Instant API Key Issuance via Email
QUANT TELEMETRY FEED (SIGNALS)
Real-time algorithmic trading signals ($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
- ORIA 3-Pillar Expectancy Rationale & Shock Triggers
- 100% Non-Advisory Raw Telemetry Stream
- Instant Provisioning & ECTA §44 Waiver
Z-BOT PRO TRADER SAAS
Dedicated cloud algorithmic node with 3-Pillar ORIA signals and automated Close-to-Next-Open Alpaca Paper/Live execution.
Approx. R 1782/mo
- Dedicated Z-Bot Terminal Node Access
- ORIA 3-Pillar Alpha Engine (EMA/VWAP + Shocks + ETF Reversion)
- Close-to-Next-Open Alpaca Execution Simulation
- ATR-Based Bracket Orders & 5% Max Drawdown Breaker
- 10,000+ Asset Dynamic Screener
INSTITUTIONAL SAAS NODE
Unlocks full Orthogonal Risk Governor (w ∝ Σ⁻¹s multi-asset covariance limits) & dedicated Alpaca MCP Agentic Execution.
Approx. R 5382/mo
- Full Orthogonal Risk Governor (Σ⁻¹ Projector & Eigen-Risk Budgeting)
- Dedicated Alpaca FastMCP Agentic Execution Server
- Dynamic Cross-Asset Beta & Style Descaling Matrix
- BYOK Polygon, EODHD & Custom Feeds Integration
- Zero Signal Export Dilution (Private Sovereign Execution)
Deterministic Math Over Discretionary Noise
Signals pass through a 3-pillar orthogonal projection (w ∝ Σ⁻¹s) stripping out overlapping sector beta and cross-asset shock spillovers before Close-to-Next-Open execution benchmarking on Alpaca.
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.
Zero-Leakage Crypto Shock & Volatility Pack
Purged rolling-window tick and order-book imbalance datasets across BTC, ETH, and SOL with Close-to-Next-Open fills.
Zero-Leakage Equity & Cross-Asset Shock Archive
Leakage-free factor scores, covariance matrices, and lead-lag cross-asset shock metrics between crypto and US equities.
Institutional ORIA Zero-Leakage Research Pack
Complete walk-forward purged backtests, Close-to-Next-Open simulation pipeline, and multi-asset covariance shrinkage models.
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.