ny business of trading in securities needs two capabilities:
1. To identify trading opportunities.
2. To execute such trades before competitors would.
This website contains presentation of several technologies with two matching
consequences:
1. Meshbased pricing and optimization over underlying models of high
dimensionality becomes possible.
2. There is no visible limit for speed of calculation.
Presentation starts from basic concepts and continues without omissions to
practical recipes and C++/Cuda/Python/Mathematica code.
P.S. If some of the math does not display correctly then hit the "Refresh"
button.
