Building dataset of crypto markets on polymarket and cross referancing them with options data from deribit to create a accurate backtest dataset for free
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Feb 19, 2026 - Python
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exotic-options
Here are 3 public repositories matching this topic...
Financial Engineering in IRFX in C++
cmake python-bindings curve-construction pybind11 monte-carlo-methods derivative-pricing hull-white lmm sabr-model stochastic-volatility interest-rate-derivatives exotic-options hjm
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Mar 1, 2024 - Jupyter Notebook
A comparative analysis of concurrency primitives in Rust for performance optimisation of a Monte Carlo exotic equity derivative pricing engine, benchmarking 8 strategies across thread utilisation, memory footprint, and convergence behaviour with a custom profiler TUI.
rust aws benchmarking concurrency multithreading tui tokio cloud-computing monte-carlo-simulation performance-analysis profiling quantitative-finance rayon work-stealing derivatives-pricing async-rust equity-derivatives exotic-options ratatui
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Mar 12, 2026 - Rust
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