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    Quant finance, engineering, and my book reviews
    • Does Sam Gross nogil CPython fork perform faster?

      How far is it now to get rid of GIL in the future Python?

      Posted on October 3, 2022

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      GIL (Global Interpreter Lock) is a mechanism in CPython to synchronise the Python bytecode execution to run only in a single thread at a time. It constitutes a straightforward CPython implementation but becomes obstacles of parallelism in Python. Retrospective endeavour in removing GIL did not reward well. Most of the... [Read More]
      Tags:
      • python
      • nogil
      • engineering
    • Python Compiler Comparison (2)

      Compare with various JIT compilation libraries - Numba, JAX, Tensorflow and PyTorch

      Posted on August 27, 2022

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      Following with the previous article, I tested further a few more cases to benchmark the runtime performance on various JIT compilation libraries (Numba, JAX, TensorFlow and PyTorch). In this time, I am going to test with a more realistic example used in machine learning and numerical computation - linear regression.... [Read More]
      Tags:
      • python
      • numba
      • jax
      • tensorflow
      • pytorch
      • engineering
    • Python Compiler Comparison (1)

      Cython, Numba and JAX

      Posted on July 13, 2022

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      It has been a while I haven’t looked into the current development of Python compilers of which improves the running time of critical paths, e.g. in quantitative finance / scientific research, in the application. There are much more libraries tackling the problem, either by bridging the original CPython C extension... [Read More]
      Tags:
      • python
      • cython
      • numba
      • jax
      • engineering
    • Reviews on "Software Engineering at Google"

      My thoughts on Google's success in engineering

      Posted on June 16, 2020

      Recently I have read a great article called “Software Engineering at Google”. There are many points inspiring me on software development principles. Actually these applies not only on software engineering, but also, I believe, on running a successful business. [Read More]
      Tags:
      • software
      • engineering
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    Gavin Chan  •  2023  •  gavincyi.github.io

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