A high-peformance parallel monte-carlo simulation for estimating the fair value of options in finance.
Written in Rust ofcourse!
Work in progress. Currently has only minimal functionality.
The CSV-files for getting the historical data are downloaded from yahoo-finance (Historical-data -> Download). In the future an API might be used for more precise datapoints. As this happens, the interface will change.
build instructions:
cargo build --release
Usage:
./amcos <TICKER SYMBOL> <STRIKE PRICE> <DAYS TILL EXPIRATION>
example:
./amcos AAPL 165 20