Application that prices financial options and manages each trade for the client.

1. $ git clone https://github.com/MagicGary/QuantitativeTrading.git

2. open FlyEaglesFly.sln using Visual Studio

3. set Project Eagle as startup project to review the Financial Calculator

4. set Project Golden Egg Nest as start up project to review Portfolio Management App.

1. Calculating Financial options' prices upon maturity using:

   1. Black-Scholes Algorithm

   2. Monte Carlo Simulation

2. Optimized pricing algorithm to reduce model variance using two Statistical techniques:

   1. Control_Variate

   2. Antithetic_Variate

3. Improved algorithm computation speed by 70% using:

   1. .NET Framework Parallel Computing

   2. .NET Background Worker to acheive asynchronized simulation

4. Financial Options that it supports:

   • European

   • Asian

   • Range

   • Lookback

   • Barrier

   • Digital

1. Portfolio Management App that a client can price each trade and store/update/delete/read each trade.

2. Using .NET Entity Framework Database First approach.

3. Using .NET EF LINQ