Boosting Python Speed with C: 45X Faster Execution

I love Python. But it's slow. So I wrote C code to value an option and call it from Python. C helps Python run up to 45X faster. Here's how: Before you ask, yes I know there are better ways to do this. Here's the problem: A lot of quant code is already written in C. So instead of re-writing it from scratch, most quants wrap existing code in Python. Enjoy: https://lnkd.in/ejFiHXdy

Nice article Jason, thanks for posting

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