End-to-end quantitative and algorithmic development services. Research, backtesting, model productionization, and production deployment of trading strategies.
CodeVizo provides end-to-end quantitative and algorithmic development services. From data ingestion and feature engineering to model training, validation and live deployment, our team helps trading firms, hedge funds and prop desks turn ideas into robust, production-ready strategies.
We design reliable data pipelines that collect, clean and normalize market data, corporate events and alternative data sources. Our research environments support reproducible experiments, version-controlled datasets and collaborative notebooks for analysts.
Our backtesting frameworks allow teams to evaluate strategies across historical market conditions with realistic slippage, latency and transaction cost models. Monte Carlo and stress testing help assess robustness before moving to live environments.
Moving algorithms to production requires careful attention to latency, reliability and monitoring. We package models for deployment, create feature serving layers, implement online inference, and build alerting and performance dashboards to ensure continuous evaluation.
We support A/B testing, canary rollouts, continuous retraining pipelines and human-in-the-loop overrides for sensitive deployments. Comprehensive logging and model explainability tools help keep operations transparent and auditable.
Whether you need a proof-of-concept or a fully managed quant platform, contact CodeVizo. We collaborate with your quant teams to create defensible models and production pipelines optimized for live trading.