SimianQuant Blog


Strata Benchmarks #3 - SABR Volatility

July 8, 2019
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Strata Benchmarks #2 - Black Scholes

June 12, 2019
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Strata Benchmarks #1 - Elementary Functions

May 16, 2019
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Technical Indicators using SimianQuant

May 14, 2019
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Vectorizing Black Scholes - CPU vs. GPU

April 29, 2019
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Graph Compression Applied to Quantitative Finance

March 19, 2019
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Systems Biology using SimianQuant - Comparing with NumPy, SymPy and Octave

March 12, 2019
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Spire Issues - Algorithmic Differentiation

March 8, 2019
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Constructive Barriers

January 20, 2019
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