ENZO Trading System
A systematic
approach
to trading.
Quantitative research.
Purpose-built trading technology.
Models. Simulation. Execution.Explore the system
The technology
From model
to market.
01Research Model training and exchange-aware simulation.
C++ model training supports saved checkpoints and resumed runs. Historical simulations produce trade statistics, including Sharpe, Sortino, and maximum drawdown.
02Portfolio Signal allocation, position sizing, and risk controls.
The orchestrator evaluates per-market signal statistics and assigns allocations using equal, linear, fixed, or manual sizing. Active-market limits and position-size settings control how capital is assigned.
03Execution Distributed signal processing and account execution.
Signal generators publish through a network hub. The launcher forwards signals and allocation updates to account execution clients over IPC, keeping account credentials within the execution layer.
Stack
C++20 / LibTorch / REST + WebSocket
Research interface
