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.
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.
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.
High-Performance Compute Tiers
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
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
Premium 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*
- Premium Limits: 100 req/min
- Premium Heavy Limits: 15 heavy req/min
- 30-Day Data Retention
Purchasing this tier once permanently upgrades your account to Premium Rate Limits for life, regardless of future top-ups.
The C++ backend parallelism is flawless. Their Monte Carlo convergence speeds are practically instantaneous, even for heavily path-dependent exotics.
Dr. Aris Thorne
Head of Quant Strategy
Finally, an API that understands modern risk architecture. The greeks stability on deep OTM options is remarkable.
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.
James Carver
Lead Developer
Frequently Asked Questions
Why not just use Python with multiprocessing?
Python's multiprocessing relies on heavy OS-level process cloning and Inter-Process Communication (IPC). It creates massive memory duplication and cache misses when passing millions of paths. We bypassed the Python GIL entirely. Our API delegates the math to a pure C++ OpenMP backend, isolating thread states algebraically and utilizing AVX2 SIMD vectorization. The result is zero IPC overhead and ~200 million steps per second latency.
How do you handle floating-point precision on massive matrices?
Standard accumulation in floating-point operations suffers from catastrophic cancellation when summing millions of paths, directly destroying the second derivative (Gamma). Prometheus implements Kahan-Babuška-Neumaier compensated summation at the thread level, guaranteeing precision bound to machine epsilon $mathcal{O}(epsilon_{\text{mach}})$, regardless of matrix size.
How does the billing and credit system work?
We reject the monthly subscription (MRR) trap. Compute is transacted as Pay-as-you-go via top-up packages. 1 Compute Credit equates to exactly 250,000,000 path-steps. Your credits never expire. You only pay for the exact stochastic stress you put on the cluster.
Do you offer on-premise deployments or C++ binaries? HFT / Market Makers
The web API is engineered for DeFi protocols, research, and standard portfolio hedging. However, for High-Frequency Trading (HFT) desks where internet round-trip latency (RTT) is unacceptable, we selectively license compiled C++ binaries (.so / .dll) for on-premise or co-located bare-metal deployment.
Notice: We operate asynchronously and respect pseudonymity. No Zoom calls, no corporate sales pitches. For licensing rates and time-locked benchmarking binaries, contact the engineering layer directly:
[email protected]