2 ms·
Since people are talking about speed and JIT here, it's worth mentioning Numba (http://numba.pydata.org http://numba.pydata.org). Being in the quant field mysel
by aldanor 6y ago
Since people are talking about speed and JIT here, it's worth mentioning Numba (http://numba.pydata.org http://numba.pydata.org). Being in the quant field myself, it's often been a lifesaver - you can implement a c-like algorithm in a notebook in a matter of seconds, parallelise it if needed and get full numpy api for free. Often times if you're doing something very specific, you can beat pandas/numpy versions of the same thing by an order of magnitude.