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Can we build a factor pricing model at the enterprise level?

Posted on October 14, 2022

Multifactor models describe the return on an asset in terms of the risk of the asset with respect to a set of factors. The formulation can be represented as [Read More]
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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

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

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

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