构建期权策略,比较 Black‑Scholes、二项式和 Monte Carlo 定价,模拟 GBM 路径,压力测试投资组合并衡量 VaR。提供浏览器分析以及本地 C++17 / Apple Metal 定价
AI 翻译
Build option strategies, compare Black-Scholes, binomial and Monte Carlo pricing, simulate GBM paths, stress-test portfolios and measure VaR. Browser analytics plus a local C++17 / Apple Metal pricing
金融TypeScript · C++GitHub @gkhurana21在线运营者未确认
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在项目文件夹中运行 /nomorevibe verify,即可验证所有权并自行管理介绍。
一分钟完成验证Real-time options pricing and risk engine: C++ Black-Scholes + Monte Carlo with pybind11, Apple Metal GPU (up to 69x vs NumPy), sub-5ms p99 WebSocket streaming, VaR backtested on real market data
翻译准备中
取自仓库 README
正在加载完整 README。 以下为已保存的摘录。
An options pricing and risk research terminal on top of a C++17 pricing engine. Build a strategy, price it three ways, simulate it, stress it and measure its risk — in the browser, or against the native C++ / Apple Metal engine over WebSocket when it runs locally. Build → Price → Simulate → Stress → Risk [README 설치·사용 부분 발췌] Quickstart Requirements: Apple Silicon Mac (Accelerate/NEON for SIMD, Metal for GPU), CMake >= 3.21, a C++17 compiler, Python 3.9+, Node.js >= 18.17.查看完整 README ↗
目前无法加载完整 README。请通过原文链接阅读。 以下为已保存的摘录。
An options pricing and risk research terminal on top of a C++17 pricing engine. Build a strategy, price it three ways, simulate it, stress it and measure its risk — in the browser, or against the native C++ / Apple Metal engine over WebSocket when it runs locally. Build → Price → Simulate → Stress → Risk [README 설치·사용 부분 발췌] Quickstart Requirements: Apple Silicon Mac (Accelerate/NEON for SIMD, Metal for GPU), CMake >= 3.21, a C++17 compiler, Python 3.9+, Node.js >= 18.17.查看完整 README ↗