Financial Intelligence from Research to Revenue
MASTRIV builds financial intelligence systems for commodity markets. From macro signal ingestion through machine learning, explainability and trade simulation to live cloud deployment — built from first principles.
Explore ProductsDirectional intelligence across Gold, Copper, Silver and Platinum. Three-tier fundamental scoring model combining supply and demand fundamentals, market mood and macro regime signals. Random Forest classification with probability calibration, SHAP explainability and trade impact simulation. Built on 20 years of historical macro data. Expanding to energy and soft commodity markets.
An adversarial stress testing environment for commodity traders. Synthetic forward market scenarios generated from predicted macro parameter trajectories. Not backtesting, not Monte Carlo noise. Macro-conditioned environments that reveal the assumptions and behaviours traders never knew they had. Built to create heat, not comfort.
MASTRIV was founded to build financial intelligence systems for commodity markets — products that create genuine edge rather than adding analytical noise to an already crowded space.
The approach is shaped by years of delivering AI, data and platform systems across financial services, scientific research and publishing, and a consistent belief that technology is only valuable when it improves a measurable process or creates a measurable outcome.
Ouzel is the first product. The Warta is the second. Both are built from first principles, independently, with the same architectural rigour applied to every decision.