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by chasingsparks
6116 days ago
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Ditto. I spend 95% of my time writing Monte-Carlo based financial simulations. Obviously, they are computationally intense. That being said, after many years, I finally figured out that prototyping in in a scripting language (formerly Python now Ruby) and then factoring out parts into other languages for speed (usually just a C++ or C/CUDA binary via a `cmd` call) makes me 100 times more productive than just doing it in C. |
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Although, at a 100x productivity increase, I might have to give it another look; I'd be out of grad school by Halloween.
*For the uninitiated, Monte Carlo is a fancy way of saying "for loops."