Derivatives Analytics AI

Calculating Black-Scholes options Greeks (Delta, Gamma, Vega, Theta) on high-frequency NSE market ticks creates extreme CPU latency.

Maintain sub-50ms data streaming latency during peak market volumes while calculating complex mathematical Greeks.

FastAPI server running LSTM models for market regime classification, pulling data from Redis cached tick buffers and sending metrics to a Django dashboard.

Utilized python multiprocessing queues and fast math models to avoid GIL blocks and keep calculations asynchronous.