Presuming you've actually profiled it to know its CPU intensive, or you're in a field where this 'goes without saying' (e.g. you're doing a bunch of math calcul

Presuming you've actually profiled it to know its CPU intensive, or you're in a field where this 'goes without saying' (e.g. you're doing a bunch of math calculations within Python).... Then I'd suggest you use Cython for a speed up or try using PyPy which can be 200% faster without any changes. When I used Python and worked with financial data, every live algorithm would be recoded as a Cython extension.