SimianQuant

SimianQuant

Bringing Back Moore's Law

Harshad Deo

4 minutes read

The SimianQuant library provides a Fluent API on top of its symbolic engine to implement functions with feedback. Technical indicators are a classic example of the usage of this pattern. This article presents the results of benchmarking the generated implementations (in C++) of common indicators.

Harshad Deo

5 minutes read

A data parallel operation is one in which the same function is applied to different inputs. Vectorizing data parallel operations is an important problem with applications in market risk, full portfolio evaluation and numerical schemes. This article compares different approaches for vectorizing the Black Scholes formula for a call option.

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