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One of the questions that i have always wondered about is how do financial companies work with math libraries in any language other python - which not only has
by sandGorgon 6y ago
One of the questions that i have always wondered about is how do financial companies work with math libraries in any language other python - which not only has the entire math/statistical software mindshare..but pandas/scipy + BLAS/LAPACK is optimised to its gills in Fortran.
For e.g. Monzo engineers have tweeted that they had to create an internal math library - https://twitter.com/_liclac/status/1264142576908722178 https://twitter.com/_liclac/status/1264142576908722178
Once you bring Pandas, Scipy, LAPACK/BLAS, Numba/Cython into play...then i bet these benchmarks look a lot different.