@quant_enthusiasts: Open-source quant finance is moving faster than ever. You can help it go even faster. The Quant Enthusiasts Risk Engine has seen strong development over the past week. Community contributions are improving stability, cross-platform support, and usability at a rapid pace. ──────────────────────────── Recent Updates • Fixed macOS build issues (Clang compatibility and line ending corrections) • Added CORS support between JavaScript dashboard ↔ Python API • Implemented full test suite (Google Test) for pricing and risk models • Automated build script for faster compilation and testing • Rewritten documentation with complete API reference and examples • Resolved dependency issues across Python environments ──────────────────────────── Current Capabilities The platform supports: → European and American option pricing through Black-Scholes, Binomial Tree, and Jump Diffusion models → Full Greeks and Monte Carlo VaR simulations (100K+ paths) → Portfolio analytics via a three-layer architecture: - C++ computational core - Python API layer - JavaScript web dashboard ──────────────────────────── Open Contribution Areas Performance Optimization • Profile and optimize the C++ computational engine • Implement parallel processing for Monte Carlo simulations • Improve memory management for larger portfolios Market Data Integration • Integrate yfinance or equivalent APIs for live data • Build validation and caching systems • Optimize handling of market data requests Dashboard Development • Improve rendering for portfolios with 100+ positions • Add interactive charting capabilities • Build real-time updates through WebSocket connections Additional Features • Add Heston and SABR pricing models • Introduce scenario analysis and stress testing • Create export functions for risk reports ──────────────────────────── Looking For C++ developers, Python engineers, and quantitative developers interested in joining open-source quant finance development. Repository → https://lnkd.in/d9pQyB_6 Discord → https://lnkd.in/daTg8vNm Follow Johannes Meyer for updates on open-source quantitative finance initiatives. ──────────────────────────── #quantitativefinance #cplusplus #python #opensource #fintech

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