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XCUBE, a real-time computing framework specialized for China's derivatives market
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XCUBE -- A real-time computing framework specialized for China's derivatives market At our company, XCUBE is a substantial part of our market making system, and we mainly use it to compute implied volatilities, greeks, and theoretical prices almost every 'tick'. Although the framework is designed for heavyload derivatives computing, you can always run your own real-time indicators blazing fast on this babe.
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XCUBE, a real-time computing framework specialized for China's derivatives market
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