QuantCore
Connecting…Real-time options pricing & risk engine — a C++17 Black-Scholes / Monte Carlo core with analytic Greeks, GPU-accelerated on Apple Metal and streamed over WebSocket.
- GPU Monte Carlo69×vs vectorized NumPy · 10M paths
- Stream latency4.4 msp99 end-to-end · WebSocket
- VaR calibration4.5%breach rate vs 5% · 851 days
- Pricing error<0.01%vs live market mid
Market Scenario
StrategySPY · flat σ across legs
Kdaysqty@18.01
Drop a CSV or Excel file here or click — type,strike,days,qty (qty<0 = short)
Live Pricing
Waiting for pricing data…
Strategy P&L1 leg
P&L now at expiry current spot profit zone
Hover to read any spot. Switch modes to see how the Greeks reshape as you edit legs, change vol, or move spot — everything re-prices live.
Pricing Models Labsame acceptance gate as the C++ engine — Monte Carlo must converge to closed form
MC paths:
Running first simulation…