Try to remember that Zeus has just been through a terrifying situation at the hands of those who only got him to make money and have no regard for him as a living being, much less one that is intelligent and has feeling just like we do. Further along with this is that he was most likely wild caught so his whole world has changed and everything that he knew has gone away, so although he is terrified of you at this point in time, he needs you just as much and he needs you to reassure him that everything will be alright. This is going to take some time.
Try to get him a larger cage as soon as it is possible, and some untreated pieces of wood to chew on. This bird basically is as smart as a 4 or 5 yr. old child, with the emotional capacity similar to a 2 yr. old. He would probably like palm fronds, if you can get them for him to shred and destroy. Several others have given more suggestions about toys and other things that he needs for mental and emotional enrichment, so I am leaving the majority of that to them as it is good advice. But to be honest, what he needs more than anything else is a good diet and you. If you will read this you will find a lot of information on things and foods that are safe or toxic to Zeus.
viewtopic.php?f=8&t=12521 Some where on the second page of postings you will find my favorite list of foods, and trees and woods that you can use with him as well as a listing of things that are bad for him. Try to get him to eat vegetables and fruit with only a small amount of seed in the evenings.
Lets move on to taming Zeus and starting to earn his trust. If it is at all possible you will need to set aside about 15 minutes about 3 or 4 times each day. This time is the most important time ever in Zeus's new life with you as this is when he first gets to know you and that you will not hurt him so that he can begin to trust you. I will not try to say how long this will take because it varies a lot, but I will say that if you do this he will in his own time begin to trust you.
To start, you look at Zeus from the corner of your eyes, not straight on like a predator would. Watch him and begin to approach his cage and as soon as he starts to fidget or move about stop and do not go any closer during this session. Now in a calm voice you need to talk to him. Although it doesn't really matter what you say at this point I try to include lots of praise for him, telling him that he is a good boy and things like that. I also try to talk to him as if he is my best friend and so I talk to him about my hopes for our friendship and thinks that I would like to be able to do with him. For me it just makes it easier to talk for this length of time. When the time is up say good bye and leave. As time goes on you will find that he will let you approach closer to his cage until you are right at the front of the cage.
When he remains calm and lets you approach all the way to his cage, you will be able to introduce him to treats from you. If you are to offer Zeus treats, you are going to need to discover what food he likes the most. You do this by putting a variety of the foods that he eats in a dish and watch what he goes for first, that will be what he likes the best. Take the first two foods that he eats and remove them from his everyday food. These are your treats for him.
You continue with your talking to him just as always but now you will have 3 or 4 treats to offer to him during your time together. When you offer him the treat, he will probably not take it at first and that is ok, just leave it where he can get it and continue talking to him and offering his treats until the time is up. Just be patient and he will eventually take the treat that you are offering through the bars.
Now, when he takes his treats from you through the bars of his cage, you are ready to begin offering him treats through the open door of his cage during your talks. When he takes the treats from your hand with the door open you can offer him the treat by holding it so that he has to step on to your hand to get the treat. This is the point where he will show you if he trusts you any as he has to step up for the treat. Once this occurs you will be able to move on with normal target training and so on.
This is the only method that I use as all of my birds, with the exception of one, were severely traumatized before they came to me and earning their trust is the single most important thing that they need in their lives. Sometime soon Zeus will also be needing time to just be himself out of his cage, but we can cover that during my next post here.