VIXcelerate

This project came from wanting to understand how the VIX - the "fear index" - actually gets calculated. The VIX measures expected market volatility, and it turns out the computation involves some pretty intensive density estimation that can be slow when done naively. I built VIXcelerate to speed this up using parallel computing. The idea is to distribute the density estimation across multiple cores so you can calculate VIX values much faster. This matters if you're doing backtesting or running simulations where you need to compute thousands of VIX values. It was a fun project that combined my interests in finance and high-performance computing.