Prometheus is a High-Performance Computing (HPC) API built in pure C++ with OpenMP and SIMD injections, designed to compute massive stochastic Monte Carlo matrices for quantitative finance.
This repository contains interactive Jupyter Notebooks demonstrating how to interface with the Prometheus API using Python, bypassing the computational bottlenecks of local execution and native Python/NumPy environments.
You do not need to install anything locally. We have provisioned interactive environments via Google Colab. Grab your free 50 Compute Credits and run these simulations directly in your browser.
| Module | Description | Google Colab |
|---|---|---|
| 01. API Quickstart | Standard European options pricing, compute ledger mechanics, and strict Double-Spend protection (Idempotency). |  |
| 02. Asian Options & Pandas | Pricing path-dependent derivatives (arithmetic average) and rendering Volatility Surfaces using pandas. |
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| 03. HPC Stress Test | Routing massive matrices (> 250 Million steps) for Down-and-Out Barrier Options through our asynchronous Celery cluster. | |
| 04. DeFi TWAP & Crypto | Defending against Oracle Manipulation in Web3 using massive stochastic matrices to price Time-Weighted Average Price (TWAP) derivatives. | |
Modern derivatives trading relies heavily on exotic, path-dependent options where closed-form analytical solutions (like Black-Scholes) mathematically collapse. Generating 100 million stochastic paths with 252 discrete time steps requires 25.2 billion floating-point operations.
Executing this in native Python is operationally unfeasible due to the Global Interpreter Lock (GIL) and memory bloat. Prometheus solves this by acting as an asynchronous HPC coprocessor:
- Extreme Performance: The underlying C++ engine mitigates false-sharing in CPU L1/L2 caches, resolving matrices in fractional seconds.
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Idempotency Engine: Built-in
$\mathcal{O}(1)$ Redis caching guarantees that network partitions or HTTP timeouts never result in double-billing on your ledger. - Exotic Polymorphism: A single endpoint handles European, Asian, and Knock-In/Knock-Out Barrier contracts via dynamic payload routing.
Transparency is our core directive. Read the mathematical proofs and architectural decisions behind the engine on our official research portal:
- Geometric Control Variates & Thread Isolation in C++
- Finite Differences & Discontinuity Handling in Barrier Options
- Asynchronous Orchestration for Massive Matrices
Contact our team: