The Infozense quant desk, open for work.
Zignal is what we build for ourselves on Thai public data. Here's what we'd like to build with you — custom models, pipelines, and research systems for funds, banks, brokerages, and global allocators. Every service below is the same kind of work you see on Zignal every day, applied to your universe.
How we deliver — your data, our code, your infrastructure
API & Feed
Our models run on our infrastructure. Your systems query an API and get signals, factor scores, or regime state back. Fast to integrate, easiest to scale, cleanest IP boundary.
Federated Analytics
Your data never leaves your environment. Our models run as a federated participant inside your infrastructure, and only aggregated signal outputs come back to you. Infozense has published research and built implementations on this.
On-Prem & Managed
We ship a compiled container with our models. It runs entirely on your infrastructure — binary only, source stays with us — and we maintain it remotely.
Signals & Factor Models
The models behind Zignal, deployed on your universe. Backtested, monitored, and refreshed against 20+ years of SET tick data.
- Custom SET50 factor models (momentum, value, quality, low-vol)
- Signal licensing — API / feed access to live model output
- Regime classifiers (HMM, LSTM)
- Backtest-as-a-service on historical tick data
- Portfolio construction & optimisation overlays
Best-Execution & Market Quality Reports
Recurring reports that satisfy best-execution oversight and trading-desk review requirements. Produced independently — not by your broker, not by your own trading desk. Rigorous methodology documented on Infozense Insights.
- Monthly TCA reports — VWAP, arrival-price, and IS benchmarks for your trading book
- Quarterly best-execution reviews — for compliance files and board reporting
- Market quality studies — effective spread, price impact, liquidity surface
- Spoofing & layering surveillance scans — regulatory-grade, independent evidence
- One-off microstructure research — event studies, episode analyses, custom deep dives
Rates, FX & Risk Models
Quant models for BOT policy, THB basis, and the ThaiBMA curve — plus independent validation of your in-house risk stack.
- BOT policy & rate-path models
- USD/THB carry and basis decomposition
- Independent risk model validation & review
- Stress testing & scenario generation
- ALM analytics for treasury desks
Thailand Research Desk
A quant research desk for Thailand, on retainer. English deliverables. Monthly briefings plus ad-hoc deep dives — so you don't have to hire a Bangkok analyst.
- Monthly SET factor & flow briefings
- Company deep dives & earnings models
- Sector rotations & macro-event research
- Ad-hoc name-level work on request
- Custom data access (tick, alt-data, retail flows)
Quant Infrastructure
The pipelines, platforms, and execution stacks that run behind the scenes. Directly overlapping with Infozense's core engineering practice.
- SET / TFEX / BOT / ThaiBMA data pipelines
- Internal research platforms (a private "Zignal" for your firm)
- FPGA & low-latency trading stacks
- Alt-data sourcing & ETL (retail, shipping, satellite, social)
- Federated analytics & StarRocks deployments
Productized Research
Smaller, packaged offerings — fast to scope, fast to deliver. Often the first step to a larger engagement.
- Quarterly SET factor review (branded PDF report)
- One-off custom research reports
- Signal API subscription tiers
- Quant training workshops for in-house teams
- Internal knowledge-transfer sessions
See the work every week.
Zignal publishes one quant-driven signal on Thai markets weekly — the best preview of how we think.
Start a conversation with the quant desk.
Tell us what you're trying to solve. We'll come back with a scope, a team, and a clear path.
Talk to Infozense ↗