High-Performance Computing (HPC) for Quantitative Finance. Building the fastest C++ Monte Carlo stochastic engine for path-dependent and exotic options pricing.
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Prometheus Quant Engine
- https://prometheusquantengine.com
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prometheus-quant-examples
prometheus-quant-examples PublicPython integration examples and Jupyter Notebooks for the Prometheus Quant Engine API. High-performance Monte Carlo pricing for exotic and path-dependent options.
Jupyter Notebook
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prometheus-quant-python
prometheus-quant-python PublicOfficial Python SDK for the Prometheus Quant Engine. High-Performance C++ Monte Carlo options pricing API with Pandas integration.
Python
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