Show HN: A distributed C++ Monte Carlo API for exotic options pricing

Category: ai-ml

Tags: monte-carlo, options-pricing, quantitative-finance, cpp, api

Score: 4.7/10 (Innovation: 4, Technical: 6, Documentation: 3, Utility: 4)

Prometheus Quant Engine is a distributed C++ Monte Carlo API for pricing exotic options, offering deterministic compute credit billing and idempotency via UUID keys. It targets quantitative finance but lacks substantial documentation, open-source code, or clear differentiation from existing pricing libraries.

Target audience: quantitative developers and financial engineers

Repository: https://prometheusquantengine.com/web-docs

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