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Python Doesn’t Have to Be Slow: Speeding Up a Large-Scale Optimization Algorithm


We will present a case study of portfolio allocation on a Peer 2 Peer platform. Within the context of development of a heuristic optimization algorithm, we will focus on the bottlenecks of data manipulation in pandas, how to resolve them by using pure Numpy, compilation with Numba and embarrassingly parallel loops and explain how they work under the hood.


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