We are a team of software developers with up to 15 years experience in the fields of simulation, signal processing, machine learning, and financial algorithms. We've created the Zorro trading platform and the Gamestudio game development system. We offer consulting and programming services in the following areas:
- Model-based algorithmic trading systems.
- Data-mining trading systems with pattern detection or machine learning algorithms.
- Money management systems with Markowitz, Optimal-F, or Kelly optimization.
- Trading system implementations based on published research papers.
- HFT systems, hard-coded in C, assembler, or FPGA for minimum latency.
- Broker API implementations.
- Financial research projects.
- Supported languages: C/C++, MQL4/5, R, Python, CUDA, Intel assembler, VHDL.
With about 350 trading systems in the last 4 years, we're probably the worldwide leading service for developing financial solutions for trading firms and private traders. Some insight in system development processes gives our blog The Financial Hacker. We develop, optimize, and test your trading system with walk forward analysis, Monte Carlo analysis, and bias / reality check algorithms.
For outsourcing your financial programming task, please write us at firstname.lastname@example.org. Send a description of the desired trading rules and user interface (or request an NDA beforehand). A programmer will contact you with a quote and schedule for realizing your trading system as an automated algorithm.
oP group Germany GmbH
63549 Ronneburg, Germany
Tel +49 6184 929775
Fax +49 6184 929778
Zorro version 1.54 was released for public beta test and is available on the download page. This version contains a system for simulating and trading options and futures, functions to load and access databases from Yahoo™ and Quandl™, arbitrary-format CSV import, a season indicator, as well as many other exciting new features. The complete feature list can be found on the What's New page.
A comparison table of Zorro vs. TradeStation™ vs. Metatrader™ can be found on the FAQ page.