Version 1.0 "Aethelgard" HPC Cluster

Stochastic Pricing at Institutional Velocity.

The Prometheus Quant Engine delivers high-fidelity Asian, Barrier, and benchmark European option valuation via massively parallel C++ Monte Carlo simulations on demand.

API Documentation →
The Mathematics

High-Fidelity Monte Carlo. No Compromises.

While others rely on approximation models (PDE) that collapse under high-dimensionality or complex path-dependent logic, Prometheus deploys raw compute power. Our C++ backend executes billions of paths per second, simulating massive Geometric Brownian Motions and evaluating exotic structures (Asian, Barrier) with absolute mathematical precision and zero concurrency bottlenecks.

Standard Engine Output

[SYS] Session Ticket: 6832664c-b6fb-4a21...
[HPC] Task PENDING. Dispatching payload to queue.
[HPC] Task STARTED. Node memory allocated.
[MATH] Simulating 10,000,000 paths (M=252) for Asian Call.
[MATH] Variance reduction applied (Antithetic Variates).
[HPC] SUCCESS. Engine execution time: 2.41s.
[SYS] Registry persisted. Awaiting client fetch.
          
The Advantage

Engineered for the Institution.

OpenMP Parallelism

Hardware-level thread allocation. Computations bypass GIL bottlenecks, distributing millions of paths across logical cores in milliseconds.

Path-Dependent Precision

Engineered specifically for complex payoffs. Strict step-by-step valuation for Asian (arithmetic) and Barrier continuous monitoring.

Edge-Case Resilience

Discontinuous payoffs in Barrier options often destroy Greeks. Our engine detects Gamma instability and alerts the interface immediately.

Compute Provisioning

Quantum Compute Nodes

Select a provisioning level to activate your API environment. All packages are one-time prepayments of compute credits.

Developer Sandbox

$0 USD

50 Credits

Initial allocation granted instantly upon verification.

  • 50 Seed Credits
  • ~1,250 Standard Simulations*
  • Standard Limits: 10 req/min
  • Standard Heavy Limits: 3 heavy req/min
  • 7-Day Data Retention

Quant Starter

$39.99 USD

1,500 Credits

Perfect for independent quants, students, and validating model integrations.

  • 1,500 Compute Credits
  • ~37,500 Standard Simulations*
  • Standard Limits: 10 req/min
  • Standard Heavy Limits: 3 heavy req/min
  • 7-Day Data Retention
Industry Standard

Hedge Pro

$129.99 USD

6,000 Credits

Designed for active risk managers and production optimization workflows.

  • 6,000 Compute Credits
  • ~150,000 Standard Simulations*
  • Standard Limits: 10 req/min
  • Standard Heavy Limits: 3 heavy req/min
  • 7-Day Data Retention

Enterprise API

$499.99 USD

30,000 Credits

Institutional capacity for massive, high-frequency simulation matrices.

  • 30,000 Compute Credits (Best Value)
  • ~750,000 Standard Simulations*
  • Enterprise Limits: 100 req/min
  • Enterprise Heavy Limits: 15 heavy req/min
  • 30-Day Data Retention

Purchasing this tier once permanently upgrades your account to Enterprise Rate Limits for life, regardless of future top-ups.

*A Standard Simulation is defined as N=10,000,000 paths and M=1 step (European). Actual credit consumption depends on total paths (N x M). 1 Credit = 250M paths.

The C++ backend parallelism is flawless. Their Monte Carlo convergence speeds are practically instantaneous, even for heavily path-dependent exotics.

D

Dr. Aris Thorne

Head of Quant Strategy

Finally, an API that understands modern risk architecture. The greeks stability on deep OTM options is remarkable.

E

Elena Petrova

Chief Risk Officer

Prometheus didn't just provide a tool; they provided a competitive edge in pricing barrier options with high-frequency adjustments.

J

James Carver

Lead Developer