Plutus Options Pricing Engine
Vorticity
Price: Typical Total Price$32.773/hrTotal pricing per instance for services hosted on p4d.24xlarge in US East (N. Virginia). View Details
Product Overview
Trading desks at financial institutions will often have to compromise when a customer requests a quote for a basket of exotic options and one has to be provided in a matter of minutes. Frequently, the price becomes inflated with an unnecessary margin to account for the risk when the option is priced with a low number of iterations. Slow response times and high prices often result in the desk losing business to competitors.Plutus OPE can assist users in pricing their exotic options accurately and without compromise. Moreover, it provides users with all the sensitivities to the underlying assumptions (aka "greeks"), enabling them to make more informed decisions.All of this is available in the cloud, on demand, and right at your fingertips. Launch a GPU instance using the AMI, start a Jupyter notebook, and price your options in a matter of seconds. It's as simple as that.
Version: Plutus v1.0.0
By
Vorticity
Categories: Financial Services
High Performance Computing
Business Intelligence & Advanced Analytics
Operating System
Linux/Unix, Ubuntu 22.04.1 LTS (Jammy Jellyfish)
Delivery Methods
Amazon Machine Image
Highlights: Fast exotic options pricing at up to one billion pricings per second Simple user interface through a jupyter notebook Results include all the GREEKS
Category: Infrastructure Software
Delivery Method: Amazon Machine Image
Company Information
Company Name: Vorticity
About Company: Vorticity Inc. has developed a ground breaking computing platform from the ground up that can solve scientific problems up to 1,000X faster than off the shelf equipment.
WE ARE THE FASTEST SCIENTIFIC COMPUTING SOLUTION ON THE PLANET.