Zrovio is an automated trading system that profits from the price gap between two venues quoting the same event — locking in the spread regardless of which way the market moves.
The edge
Two exchanges run the identical market — "will this asset be up 15 minutes from now?" Same question, two separate crowds, two order books. Their prices drift apart constantly. That drift is the entire opportunity.
Buy YES cheap on one venue and NO cheap on the other. At settlement exactly one side pays $1 — so if the pair costs under $1, the difference is locked in.
The payout is the same whether the asset rises or falls. Zrovio isn't taking a directional bet — it's harvesting the disagreement between two markets.
Two crowds react at different moments; each book sets its own price. When the underlying moves, one venue updates a beat before the other — and for a few seconds the prices disagree.
Spread
The same outcome priced on two venues. When the gap clears costs, Zrovio works both legs to capture it.
Operating principles
The mechanism is transparent. The tuning that makes it consistently profitable is not — see the note below.
Live WebSocket feeds stream both venues' order books in real time, while a Pyth oracle tracks the underlying. Every tick, the system computes the true, fee-inclusive cost of owning the pair and checks it against a required margin — across every coin and window at once.
When the math clears, fill-and-kill orders fire on each venue near-simultaneously, taking the liquidity that exists right now. If only one leg fills, the orphan is unwound immediately — never left holding a one-sided position by accident.
A position is taken to settlement, sold on profit, or completed — buying the opposite side when that locks a guaranteed payout. Owning all four sides across both venues makes a "box" that pays a fixed amount no matter the outcome, for less than it's worth.
After every fill, the system reconciles against the exchange's actual executed price, size and fees, and settles each market to its real outcome. P&L is anchored to the live account balance — ground truth, not estimates.
What stays private. The math above is public — anyone can read it. What we don't publish is the part that actually makes it work: the entry thresholds, the timing inside each window, position sizing, and the execution tuning. Those parameters are the edge, and they remain proprietary.
Risk posture
Because both legs are owned, the strategy doesn't care which way the underlying moves. But it's engineered, not magic: the two venues occasionally settle off different oracles, so a small fraction of windows can resolve oppositely. Zrovio measures that divergence continuously and sizes around it — market-neutral, not a guarantee.
The dashboard shows live P&L, win-rate, settlement and cross-venue divergence — every fill reconciled to the real exchange execution.
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