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by xiaodai 1203 days ago
i work in a bank leading some numerical work and I've been training my staff on Julia so we can write monte-simulation code that is fast. heck, the team builds their model in C++ and we soundly beat them with Julia on the code that generates the same results.

when we looked at it, it was because c++ is hard af to learn and the developer dont use it to its full potential. they just use some quantlib which where you look under the hood has many unoptimized parts.

with julia, the code is so simple and clean we even put in some GPU code in one place using CUDA and complete blows the C++ out of the water.

I did achieve some good performace with numba once thought with the avx so pythoni snot all bad but numba is only a small subset of python but with julia i can do crazily fast stuff that looks like python and is readable.