High-Performance Monte Carlo Options Risk Engine Scalar Baseline: 98.73 ms → 10.1M paths/second AVX2 SIMD: 49.99 ms → 20.0M paths/second (1.98x speedup) Parallel SIMD (16c): ~35 ms → 28.6M paths/second (2.82x speedup) Zero GC Collections: confirmed (500K paths across 100 iterations) Stack Allocation: up to 8,192 elements (65KB) Deterministic Latency: No GC pauses during pricing

• Platform: .NET 8.0 (C# 12)
• SIMD: AVX2 (System.Runtime.Intrinsics.X86)
• Memory: stackalloc, Span<T>, readonly structs
• Parallelization: Parallel.For with Partitioner
• Testing: xUnit + FluentAssertions (54 unit tests)
• Benchmarking: BenchmarkDotNet

using OptionsRiskEngine.Core;

var perfMetrics = PerformanceMetrics.MeasurePerformanceImprovement( parameters, simulationPaths: 1_000_000, useAntitheticVariates: true );