2 ms·
Pretty sure I got multiple 1000x speed ups when I vectorized my my algo trader from a dumb python loop to a dumb numba compiled thing, and when I benchmarked Ja
by bionhoward 3y ago
Pretty sure I got multiple 1000x speed ups when I vectorized my my algo trader from a dumb python loop to a dumb numba compiled thing, and when I benchmarked Jax, the performance blew away the numba thing (which was already a million times faster than the naive version) because Jax performance stayed perfectly flat as the scale went up whereas numba slowed down. Might have been my approach for each, but it was enlightening and funny to watch.