Market-data preparation
Historical-data quality scanner
Use Mathematica to detect missing bars, duplicated timestamps, zero prices, abnormal spreads, and discontinuities before Zorro backtests begin.
Multi-broker price comparison
Compare EURUSD or other assets from several brokers to measure quote differences and determine whether a strategy depends on a particular data feed.
Outlier correction engine
Identify suspicious price spikes with robust statistics and produce cleaned data files for controlled Zorro experiments.
Time-zone normalization
Convert broker timestamps into a common session clock so that Asian, European, and American market periods are consistently defined.
Trading-session labeling
Add session labels such as Asia, London, New York, overlap, rollover, and weekend transition to every Zorro bar.
Economic-event alignment
Match trades and signals with central-bank decisions, inflation releases, employment reports, and other scheduled events.
Spread-behavior analysis
Model how spreads change by asset, hour, volatility regime, weekday, and event proximity.
Tick-volume normalization
Standardize tick volume across brokers and trading sessions so that volume conditions remain comparable.
Multi-timeframe synchronization
Align one-minute, five-minute, hourly, four-hour, and daily bars without look-ahead contamination.
Synthetic market-data generation
Generate controlled price series containing trends, jumps, volatility clustering, regime changes, and liquidity shocks for Zorro stress tests.